The only person who has complained about the absence of Moth is you, so I honestly don't even know what to think. I just launched the game specifically to check and ran to the cave - all Moths are there. (For some reason I cant send a screenshot on Itch) One spawns near the bridge, and the second one is down below near the statue.
Regarding the slot machine, thanks for the report, I already fixed it. It became a victim of the refactoring I did when adding the main menu. I added the slot machine just for fun, so I didn't really pay much attention to it. I'm actually surprised that anyone uses it at all. Maybe it's worth giving it more attention.
Regarding the dildo - to obtain it, you need to... kill the Moth.