It's in the inn, which is currently bugged at the moment and you are unable to climb the stairs. Will be fixed next patch, which will hopefully be released soon.
Viewing post in Blueberries chest and the Beginnings town's innkeeper
The class girls are temporary party members, for special missions/events.
Your basic (potential) romances in each playthrough are:
-Hana
-Bloodfang
-Hachi (you'll meet her later)
-Your class girl.
There are also other romancable characters, but they do not become party members at any point.
Edit: As for Nao, you have already met her again, on floor 3. She was the girl who was being beaten by the villagers in Blackcry. If you were an assassin, you could have fought them off.
I don't know what i've done wrong but it looks like Hana has a thing for Bloodfang more than my character lol even tho i've been treating her nicely. Not sure i've done anything that offend her unless giving tips to the dancer and walked into the brothel asking about girl without doing anything pissed her off lol. Are the npcs able to romance each other in this game? Sorry for asking too many questions but i find your game intriguing despise some bugs.