The "yellow glowy thing" is a checkpoint (I don't know how to make it look obvious, I hope someone will have an idea) and you can exit with [Alt + F4] (at least this works on Windows, I don't remember the shortcut on Linux) but I can add an exit button, it's not hard anyway
Congrats on the new update! If I close the game after passing a checkpoint and relaunch it again it's supposed to start from that checkpoint not at the starting position again? Atleast that's what it used to do on the previous windows version but not now on the linux build, I start again at the starting point after exiting and relaunching.
Also right of first checkpoint, is there a level there, I see a platform?