I completely understand your points, but as you seemed new, I was doing my best to be a bit informative.
As I said in your first point, I would like to see that. I suggested the relationship/dialogue overhaul because as it is now, torturing them does nothing in terms of behavior, they are indifferent. The crying mechanic will happen to any character with a low enough Mind stat, so I don't count it as shock wand or Paddle specific. A new Fear stat would need to be added behind the scenes along with a Love stat to determine the Relationship, as at current, a relationship doesn't go down at all once it's up. Itch.io does have rules when it comes to "glorifying sexual violence" however, so any kind of content would need to be brainstormed. The requirement to have a character be very turned on to initiate sex without worshipping you could be improved but this would involve a more streamlined interaction system in favor of a more traditional "Pick two characters, pick/swap positions". In particular, we would likely need a specific room with some specific furniture to allow such acts to occur to the more "difficult" servants/slaves. I believe this would solve your second point as well to a degree. (you will still need to buy or "unlock" the positions).
For point three, when I first caught wind of this project I was expecting something more like DungeonMaker by Game Coaster where you build a dungeon specifically to defend yourself from heroes with large groups of cute monster girls and trap tiles. I came in slightly disappointed, but I can see the potential and love going into this project. The dungeon defense could be more engaging absolutely. Outside of completely scrapping the current system, I'm at a loss as to what could improve it. Adding more invaders at a time would be cumbersome to the Player without allowing some form of auto-battling to occur with the others you aren't controlling. And with that comes the issue of needing multiple servants leveled up to handle the workload. If they get overrun do you wait until they make it to the Throne Room after auto-battling your poor farmers and miners? (I doubt an invader would make it through so many workers without fail, no matter the level). In that regard, being able to initiate an invader with whom you wish is a good idea but a different combat system in general is preferred. Who goes plundering ancient ruins by themselves? Those things are designed to keep people out. Regardless, the game is still in its early stages and can be literally anything come another year. I'm just along for the ride as in just a year already the game has come a very long way. If Dev decides to keep the combat the way it is it wouldn't be the end of the world, but I feel a change could turn it from good to great.
For point five, outside of staring at the research tab and reading everything carefully, you don't get much of a tutorial, the game does try here and there like "you need an alter to do a ritual", but the marketplace is a smidge hidden, all be it not necessary for quite some time in the games current version. I mostly use it to buy clothes and xp gems at this point since the breeding system alleviated a lot of issues. I do send out any dead invaders I revived, either out for more gems or the slave market. In most cases the slave market is a good source of gear, since you can buy the slaves with legendary gear for the same price as the weapon itself amusingly. (What slaver allows a slave to have warrior armor and legendary weapons????). That being said, I've no need of all these weapons since the combat only allows for one or two guards.
I totally agree with key bindings, btw. Only having a way to speed up time when I could have a binding for all the menus sucks. At least we have a "center camera on throne room button". I do find it odd that you couldn't find the marketplace though. Did you not click on your inventory at all?