I'm glad you're enjoying the game! :)
Cursed covered everything relating to your original questions, so I'll pick up the baton for your follow-ups ;)
1. Yandere mode has three "stages" (minor, moderate and major) based on how long it's been since you last did naghty things with her and unlocks (right now) two extra scenes - one at "minor" and one at "major" and Gwen will start texting you at "moderate" and the texts will get more intense at "major". Also, you might notice something a little unsettling outside your bedroom window at night... more is planned but that's it for the moment.
2. Certain consequences will have stronger effects on the game world (such as certain characters being killed) but most are quite minor and only affect the "flavour" of your interactions. I'd love to have more branching consequences, but as a solo dev on a weekly schedule it's just not feasible, sadly :/ Act Three will be more streamlined, though, so expect more consequences to manifest then!
3. I've deliberately kept the secrets a little obscure in order to promote community interaction. Plus, there's nothing like that little thrill of excitement when you stumble on something unexpected! There's lists here and there around the internet, though, and you can check out the Discord server if you want to share your discoveries with others (and learn of theirs)!
4. There are three extra secret Keys for the Nexus, so far. One is useful and the other two are kinda jokes (one of which was requested by the Discord community). I won't tell you them outright (although again, Discord will if you're stuck) but here's some hints:
A) Think about a certain someone who laughs a lot
B) Think about a certain overworked game developer
C) I honestly can't think of a hint for this one... it's just "Padoru" :P
Hope that helps! :)