If you cant level up to fight Blackjack, that means you are missing some important locations, keep in mind the Caves isn't the last dungeon available. If you dont know where to go, I suggest you to take a look at the Forest again. As for Nii, As long you collect the ingredients at the cave (30) you'll max out the affection there, you must also help her with testing her food over the table next to her window. Asuming you are playing the paid version.