If I did that, shouldn't I have done it? I imported a saved file from a previous update
There's a little warning on the game's front page about that. Spedumon, the developer, uses RPGMaker for this game, and the program doesn't like older save files in newer versions with scripts that can't be triggered anymore cuz you moved past a certain point in the game. Try to re-download the game, and use the prepackaged save files that come with version 0.19. Save file 02 puts you in the pirate ship just before you're about to enter Piratetown for the first time. The characters are all decently leveled, everything that can be done on the previous islands has been done, all scenes unlocked and items collected up to this point, so you won't be missing out on anything. Just make sure to spend all your free stat points, and change the equipment to fit your playstyle. Yes, the bunny is now simply called "Adventurer", but you can return to the ID machine in the Gloomy Forest, to change your name.
You're welcome. You will be able to use the save files you create in this version in the upcoming updates 0.20 and 0.21 though, so you won't have to worry about that, at least. If you got any more questions regarding the gameplay, you can check the walkthrough.
You've simply reached the end of the main story line for now. In 0.20 (which is coming out in january), you will be able to get the silver badge from Buba, which lets you accept the 2-star quests and enter the guild lounge. You can do the Water Dungeon though, if you haven't already. It's a large dungeon, and completing it three times and getting the full armor set from Saphura's chests in his room gets you a sex scene with the water god.