Anyone have an idea to why there are blood splashes whenever the MC walks or moves in the dungeon gameplay?
Well, blood is obviously a motif with the protagonist (the ending of the trailer shows as much). Some speculation has been that it's associated with his deadly sin: wrath.
Wow, I never got the true ending, so I never saw that. Are there other moments where they reveal she is trans?
It's all over the game, throughout. It was made obvious to me long before the ending. Example:
Whenever they talk about female wrestling with Erica, paying attention to how Erica talks about it and how the others respond such as Vincent's, "They wouldn't let you participate, anyways," or something akin to it.