That's not a bug - it's called a "drop shadow" and is a very common stylistic choice throughout a variety of media.
Rollback is always problematic in Ren'py and it's usually not advisable to do it, though the option is there for people who want to take the risk (it's usually fine if just scrolling back a couple of lines). Changing scenes will fix any graphical issues.
Jessica (and a few other characters) moving off-screen when not currently talking is an issue with how Ren'py handles "side image" code. The later events using side image code are fixed to no longer do this, but I'm still trawling through the code to fix the earlier instances that are still zipping around.