Yes, there are a lot of them and they mean that you didn't find those scenes yet.
As for the hot spring, it was never finished by the author. That was one of the things I planned on adding myself but due to the game story, I decided not to. The story said that the hot springs (both the one outside and the one inside the temple) were closed because the plant monsters liquid somehow got inside the hot spring water supply which made the people washing in that water get really aroused. The contaminated water was responsible for the accident inside the temple hot spring were the people washing there had a massive orgy. Because of that, the prelate ordered both of the hot springs to be closed until they resolve the issue with the water.
Festival? Festival is inside the second game? Now you're fucking confusing me...