Thanks for playing :D
When you complete the safe puzzle, the door doesn't actually unlock, it gives you a key which is indicated by a sound playing! Originally it was meant to show you the key before giving it to you but it bugged out for some reason.
For selecting dialogues - there's a white arrow next to the one currently selected, though it may be less visible in bright rooms. And when you choose an option Jacob starts off the dialogue by repeating what you chose! (I'll be sure to add an outline tho)
Didn't have time to add checkpoints or a save system, but I'll be sure to add it when I update the game! I'll also make some puzzles clearer when I have the chance. Thank you for the feedback!