Thank you for your kind words, and for playing the game, I hope you enjoyed!
As this is a prototype/early alpha the idea was to demonstrate the direction of the project and the feasibility of the rhythm sections on the hardware - therefore, in this version, as you noted, you can't actually fail in the rhythm parts (although I am implementing mechanic for this to be released in a future version - basically it takes you back to the sequence before the enemy spotted you).
'Settings' I wasn't able to complete during the jam, so I put it low on my priority list for the compo - it's supposed to control dialogue speed and some game mechanics related to the rhythm sections.
As for the font - I tried to do a handwritten "piratey" font to match the setting, but I see how it needs more work.
Thanks for the feedback!