Huh, that's a lot... Let's answer everything one by one!
I do plan on adding a fast travel system in the future, which will be unlocked later in the story! no worries there ^^
I definitely don't recommend renaming the files...! I'm kinda surprised it still worked after that. More info about the save files below!
The game does have some rare crashes that instantly close the game, without an error log... I'm still trying to figure this out, but these happening as you move into a new room correlates with other reports I've heard. Thank you, I'll see what I can do! I think it might either be a VRAM issue or a problem with GameMaker itself at this time.
Noted for the soul capture, thank you!
As for the bluescreen, I don't expect this was caused by the game since I've never heard of something like this before, but it could have been some real bad timing for sure which corrupted your save...
So, the save files are located in "C:\Users\XXX\AppData\Local\BE_Witches" where XXX is your username. I assume you chose the first save slot, in which case your corrupted save should be named "Save file 0", if possible, do you think you could zip that folder and upload it on say, MEGA, and I can take a look at it? It might be useful to prevent this kind of save file corruption in the future, and with a bit of luck I might also be able to fix your save!