Hello! Thank you for your feedback. I'll try and break down your points as best I can but I'll preface by saying that everything you mentioned is definitely something that needs to be worked on. I've made a list of every issue you mentioned and will try and get them all fixed by the next update.
One of the reports that seem to be common is when playing as Asuka and being unable to find the last exhibitionism scene. In the next update I'm going to move the event marker into an easier spot location and streamline future events so that the player doesn't spend as much time looking for them. I'm hoping to include a 'Hints' option on the main menu that should help point players into the right direction.
More puzzles are definitely in consideration for the future. At the moment, things are a little barebones but I definitely have plans to add challenges along the way.
In terms of the avatars, everything will eventually be replaced by hand-drawn art, including the 3D sprites and text box sprites. At the moment, bar one or two items like the prologue CG, everything is placeholder until I can finish the art in a future update. Same applies to the majority of the music.
I'm hoping by the next update the school will be completely finished, as well as finally being able to let the player wander the town and enter a sandbox where you'll be able to explore for more events and the like.
The wall walking and "I'm not finished exploring" bugs will also be fixed by the next update.
Thanks again for letting me know and I hope you'll be able to enjoy Natsuru Roshutsu in the future!