Wow! You're amazing dude! I'm really glad you liked the game! Also I've spotted most of those bugs/oversights and are working on fixing them. I'm here to answer some stuff for ya!
Q- Adenia Robotics, weapon development factory: One NPC here mentions a gunsmith at Mt. Azure, whom I didn't manage to find.
A- Adenia Police Station: Must have broken sniper rifle in inventory, NPC at the top right corner will fix it for free.
Q- Hemera (Nirvana) mentions that a powerful Phantom Core can be obtained in the Demon Cave. Does she mean Fafnir, whom I had already beaten when I talked to Hemera, or is there another one (which I couldn't find despite scouring the whole Demon Cave once again)?
A- Hemera is talking about the demon Alice that you can meet and play "hide and seek" with if you decide to do her a favor. You then gain the Phantom Core: Alice afterwards. (This Phantom Core can missed)
Q- Is it intended that the Mystery Merchant sells the gun for 999999 Gold only when meeting him at his first location?
A- Yes! Since "The Colt" was the very first weapon I made when I started developing LRIII it was TOO BROKEN! But looking at it now Laura's "S.I.N Claws" makes it look weak! Lol
Thank you for Playing Lord's Reincarnation III!
I'm working on something right now I won't say much but...