(Old topic, I know.) Keeping Thane alive is the only way to access the bulls and their shop. If you fail the 2 slimes encounter, you are locked into the 4th route (found in the guide below).
To answer the spy question: you will need to visit Nauxus (picture for reference) before meeting the spy, and choose to talk.
This info along with many other parts of the game are in Redyoshi's guide (pinned to the community posts). If you are stuck with something after the 0.23 update, refer to the update logs, as they can steer you to the right places.