Punctuation – Comma Before Where?

I agree that the second sentence needs a comma before ‘such’. The first sentence, however, requires careful consideration. To begin with, it might make for easier reading to recast it as:

Ethical clearance which was obtained very early in the research process was essential.

It is the convention not to place the relative clause between commas when the information contained in the relative clause is integral to the larger message. So, the sentence as shown above distinguishes the clearance which was obtained very early in the research process from the implied clearance which was obtained at some other time in the research process. However, if we punctute the sentence as:

Ethical clearance, which was obtained very early in the research process, was essential

then the information contained in the relative clause is supplementary to the larger message. By putting the relative clause between commas, we are saying that ethical clearance was essential, and we happened to obtain it very early in the research process. Of the two, that seems to be the more likely intended meaning.

Personally and for the sake of clarity, I would structure your sentence as shown below.

"Stick to your guns, Lola," he replied, happily, while pinching both of my cheeks.