CK has been planned as a trilogy. First game, conquer the town and its surroundings. Second game, conquer the world. Third game, conquer the universe. Probably ;)
Gwen's strength comes mostly from training. And something else, but that's a spoiler, sorry!
You can leave the Manor in Act Three, and if you download tomorrow's update (or grab it now from Patreon or Subscribestar) you'll see why you can't enter the Nexus :)