Dash should work with 'j'. But you need to get to the point in the game where it's unlocked :) Until that point you need to get through without it. But it's possible ^^ Let me know, if it worked!
If its locked you should somehow communicate it to player :), otherwise it looks like something is wrong. Also you should have main menu under Esc it's a expected behavior. I've played it about 10 minutes and uninstalled. Wish you good luck with it, but don't plan to play it further. If i had time i still have Ori and three parts of Trine to finish :)