"(be sure to try to play through Entertainment District 1 after you lose all three times!)"
Is what happen new scenes with the updates? Must admit I can't remember if it was already doing that. If it wasn't, that's great!
The stealth section isn't new no, that's been there a while. But after a while, you should see a new message from Mezz. It's on a timer and resets every time you lose, so if you want to see it quickly, just stand still in the alleys for a bit (it's somewhere between a little less than, and a little more than a minute).