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From the few times I ran through it, I wasn’t able to find the kid, either; I replayed that specific section several times and I was never able to find him. The stuff with the hotel becomes more apparent later on, so don’t worry about it too much for now.

Going to the library and selecting non-fiction adds a book to your inventory, and you can change Oscar’s outfit at the tailor, but those are the only “minor” permanent changes I noticed— I’m sure there’re more if you keep looking!

Anyway, from what I can gather, it seems that three major things can change as a result of your actions in the Hinterlands (two of which you already brought up):

• Returning the tapir god’s skin
• Putting the 12 to rest
• The nature of Storm and Pedro’s relationship (platonic or romantic)

On that note, I tried a few different permutations of the Hinterlands, and I was only able to ever complete 2/3 of them (first route I ended up helping the tapir god and strengthened their relationship, and Pedro says they’ll bury the 12 on the road). There could be a way to get all three, though!

As caketo said, getting to the hotel becomes more apparent later on. As for finding the missing boy, you can't rescue/find him now but it's possible for P and Storm to set the groundwork to solve that mystery at a later (hopefully not much later!) date.