On the surface, Lord Fenring is the Emperor's errand boy. Feyd-Rautha describes him as "a small man, weak-looking," who has a "weaselish" face (35.17). Yet he's actually a skilled Mentat assassin and political advisor to the Emperor. He's one of those "never judge a book by its cover" type of people.
Fenring is fiercely loyal to the Emperor and only disobeys once, when the Emperor orders him to kill Paul Muad'Dib. His motivations are left unclear, though they may have something to do with Fenring's almost becoming a genetic Kwisatz Haderach. In the end, this character remains a mystery.
Lady Fenring is a Bene Gesserit. Unlike Jessica, she obeys all orders given to her by the Reverend Mother. She even seduces Feyd-Rautha to impregnate herself with his child, ensuring that the Bene Gesserit's breeding program retains his bloodline. She is pregnant with said child at the novel's end, and their fate remains a plot hole—er, mystery.
Or, rather, it was a mystery until Brian Herbert and Kevin J. Anderson came along in 2008 with the novel Paul of Dune, where the fate of Lady Fenring and the child is finally revealed.