You have to start from the beginning of the name. If the place is called "The ruins of mastercroft manor" then you can't just say "mastercroft manor" or "ruins of master". You have to start from the beginning: "the ruins of master" or "the ruins of m" or use the full name. Many people leave out the "the", which is what messes them up.
Yeah, I always include the full thing, though I think there might be some exceptions where you can leave out the "the".
Lots of quests send you to the palace or castle in a certain city, in which case you'd travel to the city and look on your town map to see where it was. Could that be it?
I dunno. I've tried typing Wayrest for castle wayrest, but still nothing shows up.
Oh, and BTW, I received another quest that required me to go a castle, and I actually did end up finding it on the map by typing the name... Hmm.