I tried a bunch of different quality settings to try to get a better looking shadow for the gun, and to get shadows to appear sooner under the rocks, with no luck, so if you've got some recommendations... Part of the reason for the lack of rock shadows is that I have a directional light pointing upwards, as well as one above; otherwise the whole area gets pretty dark.
You'd get a little more feeling of threat with the donut hole and donut settings at minimum size. The rocks would be more likely to drop directly overhead. :-) And you'd get a slight touch of the "need for prediction" effect if you set the gravity strength to maximum.
I couldn't duplicate the problem with the menu screen locations. The menu screens are child objects of the camera offset, so they should appear in the direction you're facing. Was it just the settings and achievements screens that appeared behind you, or the back and credits screens as well? Does the achievements screen appear in the right place when it displays at the end of each level? What happens if you hit the recenter button?