It's not just the cock cage, there's all different points to hit those endings (the walkthroughs are pretty good at helping you find them).
The canon ending is E01.
Yes you're right.
There is another ending #19 which is called 'All alone'
I use the walkthrough as well in order to find them. I think without the walkthrough you would just play the game, get to one ending and think this is it??? but there so many different paths you can take based on the decisions.
Just a single example for Ending #8 would be:
Ending #8 - My Happy Ginger Family
Choose the Romance mode for AmRose and say "Yes" about kissing her in Pre-Game
Choose to "Rock her World" with AmRose on Day 16
Tell the truth to Lydia immediately after the "Rock her World" scene on Day 16
Ask AmRose to leave while you play with Lydia on Day 16
Fantasize about AmRose before you spin her in the chair on Day 16
Choose to finish in AmRose on Day 19
Delete/destroy the FL Code on Day 20
Finish the game
Two Achievements, one for unlocking the ending and one for watching the whole thing