If you are in transit through Nairobi, there is a separate bus that takes you to the departure lounges. There is no need to get a transit visa, etc.

The airline lounges / first class lounge still do not exist. Only Kenya Airways has one for their Business Class passengers (no Gold / Platinum) and Skyteam Business class passengers.

In regards to the fingerprints, they usually take fingerprints from all passengers. Odd that they only took prints from one of you.