The "a" "b" "y" puzzle is intended to flash all the letters at the same time when it's active, but there's a bug where they get out of sync if they go offscreen. If all of them are active you've solved the puzzle. (It's actually lower-case alpha, beta and gamma greek letters)
The blue lightning blocks are currently not breakable. They're intended as alternate paths for a second playable character that I never had time adding to the game.
There are some unfinished paths but there's 5 hidden easter egg characters, 10 hidden weapon upgrades (one for each weapon, Handgun and Fairy Pistol have two each), 50 total Lore and 2 alternate outfits to unlock.