If you get an instant game over in scene with Mena's brother and then choose to revive yourself Hailey downed sprite will stick to player and in addition Mena will just freeze and stand still in her idle pose
Also, I assume that the locked animation on the picture can't be unlocked at all. If I understand correctly it should be the first animation in Moon and goblins cycle. I've completed it as you can see by the following unlocked animations. By the way, by the time I received these (unlocked) animation I've seen only the first one (which is locked)