My capture list is exactly like yours except with the Vampire girl added to it. My memories room is missing all the monster girls from the demo though because I used the demo's save file so I think it caused the memory room to bug a bit. I'm also missing the Water Dragon Queen and the Worm girl as well as a third one that's listed in the memories room in between Nine-tail and Marine; my guess is it's the green plant girl from the PV that appears at 0:50 but I have no idea where to find her...
Yeah I also can't find them in my party. I thought they would be added so I didn't bother losing to them. That's why we don't have them in the memories room I think. When I played the Demo I lost to the bug on purpose and it added her.
Did you find the monster girl that's in between Nine-tail and Marine in the memory room when you click on one of the signs and then pick Character Selection? If so, where is she?
On the dev's website they said they'd release the 100% memories room save file on the 28th so we can also wait for that if nobody else managed to unlock everything.
That one is the forest with the treant and fairies but she has a low chance of spawning.