Alekhine was a drunk, and made some mistakes admittedly, but he wasn't a despicable human being. Maybe he made anti-Communist statements, or even anti-Semitic ones ? In the context of his life, there were reasons for that.
As for Capablanca's gossips, they were just that.
Pillsbury caught syphilis in Russia before the start of the 1895 St. Petersburg tournament. We're not living in the Victorian era. We can say it. He was a human who acquired a human ailment. One source for this is Chess Life magazine, but I don't remember what issue.