Yep, I noticed the Load Game button is always grayed out as well.
On the KO system, I noticed something peculiar as well - it seems the enemies get kinda bored after a while and don't do anything. So you hold S to skip through a whole bunch of turns, and he second Miene stands up, she gets stabbed again. This just keeps happening until you get tired of it. With the amount of times she got stabbed, she really ought to be dead.
The bonus level is no longer playable? Not quite sure exactly what you're talking about. Is too difficult or just not present in your game?
The items disappearing - yes. Very true. My precious Bardiche is no longer. it got unequipped (I decided to see about Heaven). I killed the offending party with my bare hands, picked up the Bardiche and BANG it's not in my inventory, even though I can't change equips during battle.
The demo mom is scrap? Not quite sure about this one.
I had a strange time in Heaven. I break down Joker's door, knowing full well I'm going to lose. His two flunkies went down like fresh dairy cream, then the man himself comes out, knocks me down in two hits (fine, he's strong, no problem there). So he goes right for the main course. ZAP, damage and stunned he gets. I get up, punch him in the hooter, knocked down again. Tries for the snatch again, ZAP and stun. Repeats like this until he's dead and I'm level 4. Joker now seems to no longer use Angel Dust.
After this I proceeded to wipe the rest of the basement prior to recovering my stuff. The Bardiche is still missing, but where the hell did that dagger come from? There's no bandits anywhere in sight but I still can't put anything on. Why does the battle map not deactivate (or initiate a "coast is clear" once you wipe the basement/ground floor) until you go up a floor? Obviously it's safe enough to use the facilities, but not to spend two minutes putting your things back on? I don't quite understand that. It's still part of the Heaven dungeon, I get that. But the coast is clear, so really...
Quick question: Aside from allowing you the check another character's stats, what does the Connect skill actually do?