No, "Routes" are basically large "Chapters" the story is divided in. The "NTR" isn't part of the routes per-se, it's simply an optional, avoidable consequence if you lose certain fights at the end of the 2nd Route.
MC being cucked. If you lose certain battles, that is - otherwise there's no NTR.
There's no room there, that's just a sign telling you to not go in ahahah. The Recollection Room is the "Secret" option in the Main Menu.
Are you playing with Locale Emulator/Japanese Locale? I'm pretty sure the game isn't loading the characters there. If you already are, then
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(cinecaption.ttf) and drag it into the game's folder. IF that doesn't solve it either, double click the file and install the font. At that point, if even that doesn't work, I'm out of ideas.