Hmmm that's...disconcerting. I don't think I have a out of breath woman sound in the game. Were you hearing piano music? I've uploaded a new version of the demo which is very much further along than the previous version, perhaps that might fix the problem?
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Yeah, that's weird. So the game is loading but the splash screen isn't going away. I'll look into it and see if I can find a solution by the next patch. I've just put out a small update (version 1.9.1) with some other fixes, among them you can toggle fullscreen/windowed anytime by pressing 'P' or F11, which might fix it.