As far as the state names in the captured data, you can either manually create a mnemonic table by right-clicking in the Node list on the Setup tab and filling in the names you want and the bit patterns that should be used. Then, on the Data tab, right click the state signals and set the radix to the mnemonic table you created. There is also an option on the right-click menu in the Node list on the Setup tab to create mnemonic tables for state machines. And as mentioned, if you are going to an illegal state, there will be no name displayed for it.