What is the best way to integrate customer development research and design into product development using Agile?

I have no solutions and I'm looking to start a debate with people applying Agile, both from the development and design (UX/Visual design) perspectives, so we can find together some actionable ideas to implement in our work.

Some problems I find from the research/design front:

• it's difficult to estimate research when your audience have not been defined.
• research tasks need to be redefined and time extended to get relevant results.
• design tasks have an iterative nature, how you fit that in sprints where you do, deliver and forget?

So far I had some advice around:
- having a spring 0 to integrate research
- having design going 1 sprint ahead to development
- integrating research tasks as spikes instead of user stories

Do you have experience doing any of these? Are you experiencing similar problems?