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Use the lockpicks on them to free them from their shackles.

None of the bosses have an instant kill, unless you're running in with no armour and low health to begin with. Even the snipers (which have been nerfed and removed from Nyx's mode in the current version of the game) don't instant kill unless you're unarmoured and have half health. Literally the only thing in the game that can instant kill you from full health has an announcement on screen letting you know it's coming and can be avoided by walking in any direction.  You don't need hundreds of hours or pixel-perfect movements to beat the game. My first run took me just under 5 hours to 100% Sasha's mode, and that was with fighting her final boss the hard (stupid) way and getting lost and confused like a moron for an hour in the Ship Graveyard.

Just because you can't face-tank and mash/attack spam your way through every enemy in a dungeon doesn't mean the game is too hard. It isn't meant to be a fast-paced action game where you can rely on drops from enemies to be back at perfect condition after every encounter. The game's description is old Zelda style gameplay with Resident Evil difficulty and resource management. Save your items for when you need them! Fight tactically! If something can be cheesed, cheesing it is probably the intended way to beat it! Fighting things is always a risk, usually a resource drain and rarely necessary. The key is recognizing that you don't have to fight, most of the time. Rooms that actually require being cleared out are fairly obvious, generally being a dead-end filled with enemies for no reason. The game is designed so you should have at least one sewing kit and 2-3 potions going in to both Sasha and Nyx's first boss fights. There are campfires you can rest at to restore HP and SP while exploring (at least one in each dungeon and more spaced reasonably in the overworld) as well as fish and mangoes that restore HP and respawn every time you leave and return to the area, allowing you to stock up on a good supply of healing items in just a few minutes. After the first dungeon you can buy more items from the Druids if you get tired of mangoes.

The reason so many people are having trouble with the current difficulty is because they assume this game will be something other than what it claims to be, or that it should be easy because "it's just a hentai game" and they want access to the gallery without having to beat the game. Either that, or they're trying to beat it one-handed. Because it's a hentai game.

Gotta go fast. After powering the switch with a lightning tag you need to zoom back to the switch as fast as you can. There's only like half a second to spare if you make a good bee-line back to this room, so make sure to practice lining up your run from the room with the power pad thingy back to the switch.

The stones that block the way can be pushed. If they're plain grey with circles in the middle you can push them any time, if they're reddish/purple you need to be poisoned in order to push them. Sometimes you just need to step back and get a running start if push-able blocks aren't cooperating.

The puzzle room with water requires spray paint with the water anima to break the blocks. Firing the water paint across water causes it to make a huge vortex that can smash through blocks as it goes. Additionally, there are some blue blocks with wavy patterns on them that can only be destroyed by the water paint. Outside the temple, there is a section of the map north of the entrance that is walled off by these blocks. Break them to get the Lunar Lotus tag from the chest so you can finish the other puzzle room in the temple.

Where exactly are you stuck?

This game is really not all that hard. It takes a little bit to learn the best way to fight with each weapon, but there are only two unreasonably difficult spots. Seeing as they're both final bosses for each of the characters' modes, I don't think it's a bad thing for them to be this hard for the demo. Hell, one of them is intended to be unreasonably difficult because there are multiple ways to beat her, of which fighting head-on is the worst idea. Even then, they can both be cheesed by using items or the terrain to your advantage.

If you think the standard difficulty is hard, try entering the Konami Code in the main menu to unlock Master Mode. There are actual instant kills when you only have a fraction of the normal HP and no armour to start with.

After placing the lightning tag on the pad, you have to trigger it. The resulting lightning strike "powers" the switch for a brief moment (while the red light is flashing green) so you have to be quick. If that doesn't work, then you've found a bug I've never seen. The lighting switches always worked fine for me, and I've played through Nyx's mode several times.

Use a sewing kit. They drop from some enemies, and I think you get like 2 or 3 from chests by the time you reach the thief boss fight. Nyx's armour value is trash, though, so it's not really necessary for her mode unless you find you keep getting grabbed all the time and want to save SP by struggling free instead of attacking.

Place three "Heart" tags at the entrance of the arena, just before you go in far enough to trigger the fight, then keep attacking from a distance. You can get in quite a few hits right at the start before she starts moving around. Stay out of her reach and abuse Nyx's range advantage to keep piling on damage while you keep circling back to the healing zone you set up at the start. You should be able to beat her without using a Druid's Potion if you get lucky and stun-lock her a few times, or just be really careful about staying out of her range and dodging those kunai.
For most of the bosses in Nyx's mode you can run around out of their reach while using the big AoE jumping attack to keep hitting them while avoiding ranged attacks, or if you don't mind grinding for a bit of cash, you can buy extra Druid's Potions to refill your SP and magic spam everything to death. The thief is probably the hardest boss in Nyx's mode just because you don't have much for healing at that point.

Arrow keys: up, up, down, down, left, right, left, right, enter.

Works for me.

Forest temple is the hardest part, but it is doable. As long as you save a couple druid's potions for Beelzebub you should be fine. You can use the trees in the boss arena to cheese it a bit, and use the jumping attack as much as possible to get 2-3 hits for the SP of one attack. After that it gets easier since you can just buy more potions if you need to. Honestly, I think Nyx's master mode is harder because her abilities are more SP hungry.

Damn, I thought I had run against every wall in the game trying to find if I had missed a secret area like that!

Master mode is unlocked by entering the Konami code in the main menu. If you did it right it will play a chime noise and your new game will start you with very little HP/SP and no clothes.

Where did you find the fishing rod in Nyx's mode? I've beaten it half a dozen times, even master mode, but haven't got 100% due to missing items in the overworld.