1.50 gallery is unlocked by beating all six bosses stages 1-3. It's tied to the achievements I think. Maybe you need to visit the extra area or credits room for it to take effect? Try clicking with your mouse instead of keyboard or vice versa maybe that's still a bug. Both worked for me in 2.00.
To unlock stages 4 and 5 you need to collect Agent ID Cards 1-9. I think it's tied to the achievements. Double check you have cards 1-9 in the ID Card Collection as well. If anything is missing go find it
Remember, you can set it to Easy mode, enable cheats, and go beat the bosses again and it counts.
Listen, ... is from the Imposters (Tree monsters) I think. Kill one before they catch you.
Watch your head? is I think when those invisible enemies drop on you and explode but you dodge it. Stage 3 I think.
Hope that helps.