Shana winding up with people falling for her all over the place (especially noticeable in your first trip on the Queen Fury) becomes understandable once it's discovered that it's a side-effect of her being the Moon Child.
Listen closely to "If You Still Believe." It's about Rose and Zieg, from Rose's perspective. It might take a few times listening to figure it out, but lines like "If from where youíre standing/You can see the sky above/Iíll be waiting for you/If you still believe in love" make it obvious.
Rose's Jagenian nature actually makes a little more sense if you think about it. Early on, she's probably your best character overall, however as the game goes on, she begins to be overshadowed by other party members. This can actually make sense because if you think about it, she (As well as Miranda and Albert technically) are the only party members who joined without having a "normal" phase where they lacked dragoon spirits...she wasn't getting weaker, you were just catching up to her.
Dart's Fashionable Asymmetry was actually a common practice among swordsmen in many countries. Leaving your sword arm unarmored (or sometimes completely bare) gave it more mobility and thus made it easier to attack.
If Zieg got a good look at the Black Monster before trying to transform, he'd have seen Rose. That would mean that in his eyes, his ex-fiancee had gone insane and was slaughtering an entire village for no discernible reason.
While some of the other characters consider leaving the party at various points throughout the story, Rose sticks around and even admits she doesn't have much of a reason to do so. Considering she's the Black Monster, Rose probably just sees the adventure as killing time since she doesn't have anything to do for the next ninety years.