Your wiring for the outlets is correct.  However the light switch should get it's power from the line side of the GFIC, so if it activates and opens, you will not be left in the dark.

Light and fan wiring as follows: 

Power from line side to both switches.

12/3 to fan- black/black for fan  red to blue ( or supplied color for light)
neutral/ neutral,   ground/ ground .

12/ 2 to the 2nd light as normal black/black  white/white  grnd/ grnd

In your switch box tie the red from your 12/3 and black from 12/2 for the 2nd light together and pigtail to the switched side of the switch selected for your lights. 
 Then both lights will operate on that switch and your fan will be active on the other. Both outlets will be protected.

All neutrals together. All grounds together and pigtailed to both switches.