Yes. As
fanboi points out, everyone is on the docket in some way. And honestly, while it sucks that it's taken so long, I'm actually glad I'm going to revisit the original girls with the code-chops to refactor and expand them efficiently, which would not have been the case last year.
Scarlett's stuff will focus on her re-(and more deeply) breaking you after your exploits higher in the tower have either rebuilt some of your dignity (or simply diluted your mind with too much other foot-stink, depending on how heroic/degrading your head-canon). I have a few scenes done already, but not really the start or end point to the arc. Since Scarlett is arguably the most complete domme already, I don't want to open her can of worms until I know I'll have the time to close it again to my satisfaction.
Yvonne's will pick up immediately where her expansion left off, with her training you as her gimpy boot-bitch more gradually since you scrounged up enough will-power to escape her "bad" end.
Yes, although it emphasizes the puppy more than the religious stuff. Her religious stuff was sufficiently elaborated already and would be somewhat corny for her to continue to harp on (especially since you're more or less already converted). Her lines still reference servicing the Goddess/women/etc. to some extent though.
Eventually, yes, though we'll probably start with the Tiffany, Theresa, or the upcoming game to dip our toes in properly.
The mirror shards are found in the backstage of that mirror room, which you can enter by the purple light on the right side. A glint of the shards locations is visible on the map before you enter the backstage. There are three.
You were most likely not playing optimally. While I did buff her, the buffs mostly affected higher-level players. That said, escaping her (win 3 times) is meant to be quite difficult (probably the only true "challenge quest" in the game at the moment), especially if you don't want to submit at all.
If you're willing to swallow some pride, she's much easier if you eat some Hel/Hell kibble and especially once you're submissive enough that she's willing to remove pieces of her armor before the fight (her fully-armored non-ero stage is the most challenging in terms of raw stats, so skipping it helps a lot).
That said: it's possible with bad RNG that she'll upgrade her weapon/armor to problematic levels if you're not micromanaging her actions. A fix for this will be added in 1.16.2 (coming soon).
1.16.2 will also be adding bonus EXP for various milestones (first win, first S-Rank, story stuff like Lily redemption), which should bring basically every player to ~Level 18 if they're not there already. A few of the milestones include a free level outright, so even folks too farmed to benefit from the raw EXP (EXP per level gets clowny fast around 20) will get a little boost.
This is just an aesthetic easter egg for the Save/Load screen (to indicate she is canonically a stronger fighter than the MC). It is possible to have a functionally higher level/stat-line than her.