I think I've figured out the cause of the alleyway wall issue. There's actually two maps for the alleyway, one that is just for the intro, and the main alleyway area. The intro, for some reason, didn't have this sort of dirt/smudge effect overtop of it, so I recently corrected that. However, when I put that effect on a tile, it makes it so you can walk through it, so I needed to indicate that you cannot walk through all of the alleyways walls. That's why it works after you get around the pair, because then it puts you on the regular alleyway map. I've uploaded a fix for the collision issue. My best guess for not seeing the first event with the pair is that you avoided the trigger for the event by going on the walls, because as far as I can tell it is functioning at the moment. Patch 0.45.7 should fix this.
As for Mia and Ami, your guess is correct, they are sisters. I plan to have more content for them which would eventually lead to that, but I hadn't gotten around to it yet. I won't be changing it just because you figured it out though lol, part of the point of having all the hints linking the two is so people can figure out that they are related somehow to begin with.
Lastly, the sheer skirt/blue detached sleeve blouse outfit is Aqua's outfit from Konosuba. I used to have a custom outfit tier on Patreon where a patron could request certain clothes to be added to the game, and it's one of those.
Thanks for the bug report, and I'm happy to know someone noticed all the similarities between Ami and Mia, so thanks for sharing your theory on that as well!