The save file is kept within your profile dir in Local Settings/Application Data/wohgame
Backup it if you want but later versions might break compatibility with older saves (thankfully that didn't happen yet)
Don't know either, but at the top of this very game's page there is a banner which has a row of small symbols and exactly 4 of them are selectable on the pantheon screen (entering them in any order does nothing though). Also that banner was there from the very beginning IIRC, so it's probably just a coincidence (and it also says "HORRROR" which is most likely a typo but might be a cryptic hint)). My guess is that this will be (or already is) used to unlock exclusive content for backers.
If anybody is really curious - there are some decompilers for Game Maker games available online (I successfully used one some years back though modern versions may be not that easy to crack). Personally I'm holding out on that until I'm extremely curious and/or bored.