Thanks for the kind compliments on the game! Glad you seemed to enjoy it by and large.
The desert will return in future updates, so don't worry about having missed some things there. It's meant to be a somewhat tough area without much chance for respite, so congratulations on getting through it with your items.
Adding some more story scenes to the gallery is something we'd like to do, but... it can be a little finicky with how the game's event flag system works. It is something we do wanna try and implement though.
The blue chest is a bit of a doozy... you have to get the 'bandit suit tatters' from the bandit hideout. You get them by being captured and escaping, when you pick up your clothes once again. Give the 'bandit suit tatters' to the blacksmith BEFORE you cross the northern bridge, or enter the jungle... and then, at the end of the game, he will engage another scene with you.