Hello. Thanks for your feedback.
In Adventure mode saves not works, thats not bug but a feature. But the game will save your progress to the next chapter automatically.
Cancel the intro with the "back" button on the gamepad or "esc" on the keyboard. Puzzles are located on the passage between the doors. There is no need to go where the piano falls. This is the end of the location. There are hints of this. The genre of the game is puzzle. Many puzzles are combined into one big labyrinth with doors.