A couple of months ago I replaced my Vodafone contract Desire with an unlocked HTC Rhyme bought new from EBay which I am using on my contract.

Question is - will updates ( like the one planned soon for the Rhyme) still come from Vodafone even though I haven't informed them I have changed my phone?

Is the Rhyme a Vodafone branded Rhyme, or does it just have the basic HTC software on it?

If it's got Vodafone apps and branding, you'll get the update from them. If you've got the HTC firmware, your update will come from them.