Ok, I replayed it and finished the game even though I didn't really want to. Got the ending where I climb a bunch of ladders and leave the dog behind. Before that, I was trying the other route and died, I just wanted to see where this would lead me. Shame. So what is New Game+?
Sorry for the confusion. That boss is un-killable in the main mode and you have to click new game or continue at the gameover screen to progress with a different text opening. This is just a fake out, where the game is intentionally hard and then makes you think it's deleted your save.
No, it's a cool tactic, but by forcefully leaving the game, I got myself stuck, unable to load the game. But I replayed it all, so it's all good. :)
The game is really awesome when it comes to making you feel claustrophobic, confined, and constantly in danger. The music, the audio, and the ambiance are brilliant. It's a rare game that managed to scare the crap out of me, which is something that I haven't experienced in a long time. I just wish I could like...reload certain save games and try out different endings instead of having to replay every time.