These are not used as adverbs.
The words in question are participles, adjectives derived from verbs. These generally (for all regular verbs) end in -ing or -(e)d for the active and passive voices, respectively. Looking at the first sentence, surprised is an adjective form of surprise, and in the second, the participle is amazed.
An adverb modifies a verb, an adjective, or an adverb, while an adjective modifies a noun or a pronoun. In the first sentence, surprised is not an answer to the question "how did Ale laugh?" However, it does describe how Ale (a noun) was at the time of laughing. Therefore, surprised here functions as an adjective, not as an adverb. The second sentence is the same. Amazed is not how Ale said something, but how Ale was then; therefore, it is an adjective as well.
Now, your second question. I would always (or nearly so) include the comma, but when the antecedent (Ale) is at the end of the sentence minus the participle, it would not be incorrect to omit the comma, for the participle would then be an adjacent adjective. However, if you do this, you will sound like a modern-day Shakespeare (minus the iambic pentameter), so I would include the comma.