Yeah I beat all the days collected around 30 coins, didn't really throw crates at them, I unlocked Dance and Bunny girl outfit but I don't think they're used yet anywhere, maybe in the later days? I also tried some abilities, the mirror room x-ray and coin collection but couldn't find how to use them, the passive abilities compass worked fine though. You're right there is an indicator bottom right that shows it's loading, I missed it cause I was looking in the middle where the start button appears since for days 1-3 it was instantaneous.
For the ceiling it was a room with a wall that you need to jump on a mushroom to go above, I could see the level both when I hit the ceiling from the mushroom boost and when I stood on the wall and jumped, this was right before a mirror room if it helps.