Thank you for playing and for the comprehensive feedback! :)
Yeah, I deliberately made some things to indicate that something might be in places where it is nothing and also some things on less obvious places. If you collected all hearts, you should have a total of nine of the, i.e. six additional hearts are scattered throughout the map.
Regarding loosing the progress, my idea was that saving the game is the only way to save the progress (i.e. all relevant game variables are copied into their copies when saving and copied back when "loading", i.e. when you respawn after dying. It is not a software limitation, I could had easily programmed it differently, it is just a save mechanics decision I made while making the game.