I'm going to assume you have the disassembly:
-The explosion when a monster gets hit
This is kind of a pain because the number of frames for this is in 4 different places in the code (different values for different sized enemies)
In bank_0C, search for "STA explode_count". You should find 4 of them. Immediately before the STA, there is a line that has "LDA #$xx" where 'xx' is some hex number. That number = the frame length of the explosion effect. Lower number = shorter explosion.
-The step a light warrior takes when its their turn
- When attacking a monster
These both share the same routine. Also in bank_0C, search for "CharWalkAnimationLeft:" and "CharWalkAnimationRight:" (with the colons, as that will take you to the routine, rather than to JSRs to it)
walk left has "LDA #-2", whereas walk right has "LDA #2". That is how many pixels per 2frames the character will move. I recommend keeping this number a power of 2, otherwise you risk messing up some other graphical effects because the player might walk too far.
So if you want to double their walking speed, you can change those values to -4 and 4 respectively.