The purple teddybear is in the archives. The brown teddybear is in Kurenai's room, which was previously impossible to get but I've remedied that issue (hopefully).
The last doll is in Kurenai's room on the upper floor. Unfortunately, due to a bug it's impossible to get it. I've been meaning to fix that for a while.... ^^; Sorry about that!
About the photo... That was the only stock photo I could find of a boy and his mother on a rooftop. Also, the audio from the sleeping student wasn't from Nichijou but a site called soundeffects-lab.
One of these days, we need to make our own resources instead of relying on stock images...
I (Tobi) plan to revise several errors for version 2.0, so we'll try to keep you updated~
As for the Normal End... Whether or not the horned guy is actually stalking an adult Yasu or if it's just a hallucination brought on by paranoia is up to interpretation.
Remember how the horned guy told you "Kaminagas are friends, not enemies"? That's a major hint. Why would a curse god be so friendly to Yasu and not attack her at any moment? Since you refusing has you be cruel to him, you'll want to be nice to him. After that is pretty straightforward.