is there a way to skip some parts of the game 

Let's say I did everything and uninstalled or save got lost

For a returning player can we make like a skip story option 

There is currently no way to skip the story, or plans for it.
There is a "kill all non-event enemies in one hit" cheat skill you can learn with the sparkling book in Ryen's bedroom, and the wiki has a step by step guide of the main story quests to allow you to get through it faster: https://renryuu.miraheze.org/wiki/Story
Apart from that, there is also one user on discord who constantly posts his updated save file with 100% progress.