1. Game-over scenarios are easy to implement and are simple solutions to losing to an enemy. However, I wouldn't say I like that when you lose; you must reload your last save and continue the game like it never happened. When you lose to an enemy, I want to have an effect that will carry throughout the rest of the game. That is why you raise your affinity when you lose to some enemies. Now the different game ending is another matter that will be considered.
2. There will be unique enemies that will capture your party members. It is currently being slowly built into the game.
3. Yes.
Reeeeaaally excited for 3 and 2 specifically, though I wish that some existing enemies (spiders, bees, etc) would do the same, I'm looking forward to those enemies that will have that functionality.
As for your answer to number 1, I really like what you are saying. I too want a loss to an enemy to have an effect on the character, or the world, but right now it feels like this is only reserved for some enemies (the ones that you can build a relationship with), as with others (all the enemies you fight through "explore") you just get a game over screen and reload the save.
I think a dream would be to have every single enemy have a loss scenario that has a permanent effect on the character, or the world, with its own unique scene, but that would obviously double the scope of the game and likely delay development of more important things (like main story and relationships). That's why I like these more elaborate "defeat" scenarios where you are dragged off to a totally unique location where the objective isn't to beat an enemy, but to escape (lose to 3 slimes -> dragged to slime lair -> pressing "escape", where "explore" usually is, starts a 3 fight long sequence -> winning the 3 fights puts you back into the forest, losing the 3 fights puts you back into the lair). That way you would get rid of the current game over screen for "normal" enemies while not having to come up with world altering events for every enemy type and still giving players a penalty for losing, as they would be stuck in the lair until they escape. And for a select few enemies you could make their "lair" have unique boss type enemies(queen spider, queen bee (maybe a way to reintroduce that character down the line), king slime).
But again, scope is obviously something to consider and with how phenomenal the game already is, I can endure not having my cherry on top of this delicious cake :D