Nothing I noticed. Stuff respawns (including enemies...which can be annoying is an enemy is near the save point) and the gun is gone. At least that was what I noticed...OH! and sound doesn't work until you go into the next room after every load.
I think I might know what could be causing it. (Except for the music, which is strange.) Also, sorry about the bugs!
I'll look into fixing it, if it is what I'm guessing it is. Let me know if you run into any other issues.