So far, i have noticed that the monsters are just slightly more difficult and they don't seem to give you the same amount of experience points.
Also, the two shacks in the starting area (before you go into the sewers) each have a standing torch in front of them and were both occupied by a goblin. Both goblins were standing on the porch and jeering at me.
Also, the collector's edition installer either is not compatible with previous game saves or deliberately renames old saved games. I had several saved games from version 1.4 which were all renamed to filename.V14
Finally, I noticed that in the manual there is the mention of the "Shadow Lord" diabolic skill and the Shadow Lord class. How one attains that class is a mystery to me.