Thanks!
Yes, the disappearing walls was very intentional, as otherwise it would have been difficult to see what is going on. I originally had slightly more complicated 3D models for the scenery to add some wall depth, but it got difficult as bits of them would appear over the view so I simplified them to planes. I did it by using backface culling, only the fronts of triangles are rendered, so if I orientate a wall away from the player it disappears automatically. I just have to be careful not to have any triangles that can be seen from behind a wall at the cameras viewpoint.
The red key to get in to the room with the hearts and extra ducks? SPOILER WARNING: Its behind the right pillar in the room below