End of current content is the very start of zone 3, Deep Forest, once you reach it you'll receive a msg saying you've beat the early demo, just a heads-up. The cages are not interactable, however something can escape from them. Regarding the impassable doors, you've actually already got the key for them, think of the keys/locks in this game as tiered pairs, rather than unique items like in real life. So, a Wooden Key can open multiple Wooden locks etc. Yes, the orbs are currently interactable, however, you need to get smth from Meadows to be able to do that.
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