For what it's worth, the full game has stage select that allows you to start from any stage you've reached so far. Extra continues can be earned as well, however they're still limited.

We indeed forgot to assign OS for this particular update. It should be fixed now, please report back if the problem persists. Thanks and sorry about the hassle!

The patch that addresses all of these is out now! Sorry it took a while.
Multiplayer can be started by holding Fire 1 on the other player's controls at any time, starting from MODESELECT.

C:\Users\<username>\AppData\Local\ZeroRanger
And thank you!

We ultimately came to a decision that a new, more distinct name would go a long way in helping with the game's recognizability now that we're making a commercial release. "Final boss" wasn't exactly google-friendly for people trying to find information about the game after all. 

Thank you! We'll have at least itch.io page for the final game as well for those who don't use Steam.