After you're far enough with Mai's events two shrine maidens will appear in front of the castle in Aldlyn. The girl from the title screen is one of them.
If you mean Thunderkitties with cat. then you have them all. But the others will get their scenes as well eventually. :)
The walkthrough will get more detailed, and some information about monstergirls is planned to get added in a monstergirl encyclopedia eventually. But obviously not everything will be explained in full details in-game, that's what the walkthrough is for.