The rocket pills can be unlocked by watching TV. Afterwards, you can buy them at the Department Store.
The Unhappy Endings, I suppose, is with step dad & step bro? If so, you need to have 50 lust and 1 affection with them to reach these endings.
Being caught scenes must be from bad endings with them too? In that case, you need to have very high suspicion and do something lewd while they are both in the house. Therefore you'll reach bad ending while being caught in the act to unlock that ending variant. But it is very minor change so unless you're a completionist, it is not super worth doing. But note that those endings might be bugged right now.