There will be a just one sex scene with shop keeper if you manage to get a certain enemy to her. This will available after in the update after this one.
Suggestions-
1) Sorry I can't do anything else for bats and Annie's gangbang. But there will be two things in the final update that will be much better than this.
2) Keys are already bindable. Even the controller ones too.
3) Don't worry about that. The actual puzzle and traps part is going to start after level 12.
And that's not a bug. Jewels are only for upgrades. Her cloths can be changed when it's purchased for first time.