Hey! Thank you so much for the comment! Funny that you mention the movement reminding you of Persona, Persona 1 and the SNES SMT games are some of my inspirations.
As for stuff you missed, there are a couple things. After the Satan fight the Colosseum will have a fight with the champion and a rematch with Shiva. As for the locked door in Sheol; You can find the “Hellish Key” in the same room as the final boss behind a barrier, but the “Angel Talisman” is needed to get through. The Talisman is hidden in the Hellscape.
And there is an item to return to Sheol so you don’t have to die to return! It’s the “Hell Stone” the demon Charybdis drops it.
Thanks again for the kind words, I’m really glad you enjoyed the game!