itch.io

Not gonna lie, it's annoying as hell because you're at the whims of the lantern's AI pathing and it's possible for you to be within it's frenzy radius while above it, the AOE range is difficult to figure out, but it's the only intended way to kill them that I know of.

Alternatively, drop the chandelier on it's head in Gilbert's house. hitting the chain on the rafter's above will make it fall and create a huge hole below. if you're patient, you can do this as the lantern is moving across the dining room table and kill it instantly.

the weapon you get for free from the messengers can't be swapped during that playthrough, however if you progress a little further you can get a badge from one of the bosses. it lets you buy the other weapons that were offered at the messenger fountain.

You need to unlock the ability first, which I think is tied to entering the house after you get 1 insight. once you do, you change it in the menu. simply hover the weapon in your wheel and press L1 (same button you use to shoot) to transform it. it's awkward by design, there's no way to change it without the menu.