So all of धृतराष्ट्र उवाच । मार्कण्डेय उवाच । देवा ऊचुः ।
are valid sentences, as they can stand by themselves and do not need additional information to be supplied. Sentences which follow the above are indeed related to these sentences. These connected sentences are called a discourse or a mahaavaakyam.
Regarding मधुसूदनस्तं विषीदन्तमिदं वाक्यमुवाच, even though it occurs as part of a verse, it is a complete sentence. A single verse can have multiple sentences. Or multiple verses can combine to form one sentence. It is meaning which denotes sentence boundaries and nothing else.
Please note that elliptical sentences are also accepted as sentences. So in the following conversation:
Teacher: Where did you find this book?
Student: In my grandfather's home.
the response of the student is taken as a sentence though it lacks a subject and object, both of which are supplied by the teacher's question (the elided part of the elliptical sentence).
Regards
N Siva Senani