You can go further up to a warehouse part(random enemies) and a juncition part(4 endos), but mainly that's it. If you go back before the first endo fight, Shadow Vanny becomes a merchant and you can buy some stuff from her.
Also, if you play the game on Depraved mode, going further left where the paper enemies are, there is a Vanny statue with a riddle or something. Haven't figured out it yet, but it also might not work, since when you fail it, it says that i can't give you neither punishment or reward.