I have the same bug, not sure how it will impact the demo. I don't think I've seen everything yet.
This is not a bug (but thanks for reporting it nonetheless!), those images are not in the game.
The reason for that is because we decided to focus on creating Elys' story content (scenes) first and do everything else after that.
Unfortunately we didn't have time to make everything, hence the missing backgrounds and placeholder art in some places.
We are currently preparing an update that is aimed at taking care of the aforementioned shortcomings and adding a bit of polish where needed.
Since the next update won't have new story content, we estimate it will take substantially less time to make.