Huh, this is odd. It must be some sort of bug that I haven't encountered before... Maybe try to load from a previous save and it will be fixed? As for saving Mark, there is no way to do that at this point in the game. But it is possible to save the others. In order to save them, you have to find six items (if I remember correctly. There are hints to how many items there are on the picture frames and a wall on the bottom floor) before going to the living room after finding Mark.
The bedroom key can only be used when you have collected the other six items and the game tells you to go to the bedroom. As for looking in the books, there are two letters and a diary that must be taken in a specific order. I assume the bookcase you looked in was in the library, which contains the second letter and you have to have the first letter in order to get the second. The first letter is in a bookcase on the bottom floor.
Depending on how far you've gotten, it might be a good idea to go back to a save before you find Mark (he has to disappear, but you don't have to go to the room to find him until you've gotten all the items). When you have all the items and go to the living room after finding Mark, you should get a different scene than the one for the True End.
Hope this helped. If you have any other questions, just ask!