Hi thanks for the feedback!
The air dash having no lag from the air is intentional actually, and in later chapters this ability will become even more powerful both grounded and in the air. The weapons that Catnip sells are actually only in the demo to give players an idea of what is to come, they are powerful late game weapons that absolutely will not be available in Chapter 1 in the final game.
Catnip will reappear later, so sorry if you missed out on his sticker/weapons in Chapter 1!