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Max her relationship and go to sleep with the ring on.

Any hints for the easter egg?

2 from slime girl, 3 from Selena

Tier 3 alchemite is silver-tier loot in pyramid and mines. It cannot be crafted.

As for dark orbs, you can get more in Selena's path

IIRC my 2 last pieces of thread were in Willow Forest and in the Mystery Box sold by the merchant in the ruins.

It is a bit annoying that the game does not indicate when I should click for scene to proceed, and when I just have to wait. 

And often, sprites move too slowly and pauses ('thinking', between animations & transitions) are too long. These little transitions are cool when you see them for the first time, but the game has plenty of scenes I have to repeat. Waiting for the bartender to sloooowly walk for the beer isn't fun.

Ren'Py has a built-in fast-forward function, but in this game it's rarely available.

What do body proficiency/body influence levels/body ownership stats affect?

More thread can be found in silver treasure chests in later areas, if I remember correctly.