Just interact with them and choose "change" option. Note that there are exactly two main characters in this game, and you can only play as one of them.
No, stun damage just doesn't increase with your stats. I do not know why the developers thought it is a good idea.
Stun damage does increase with heavy attacks, though.
As far as I know, there is only one DLC, which is not allowed on this site due to rule 7. It contains the exact content that was removed from the main game to allow it to bypass the equivalent of rule 7 on Steam.
You are not missing much, yes. But if you want it, DLC is available for free on the developer's website.
There are two kinds of censorship here: DLC and pixellation. Pixellation is already removed in the version of the game available here.