There is a bit of truth to the Oreko/Sabitsuki ship: If you wear the diving helmet, Oreko will follow you around if not otherwise occupied.
It's hard to describe that bittersweet music that plays when Sabitsuki is asleep in her bed, it's very calm and emotional, makes the game feel a lot deeper than the hellish nightmare simulator you usually see it as at first glance. (Not that this game doesn't have it's hellish nightmare simulator moments.)
When you hit Smile with the steel pipe, he laughs and gives a very, very creepy smile and pulls out his weapon. This only happens when he's with his little sister (and in a room in the school, but without the laugh). Then you realize - he's trying to protect the people he's close to.