Brad's mental breakdown is a direct result of the events of The Rocky Horror Picture ShowIf you recall, in Rocky Horror, Brad is the dominant one in the relationship. He's constantly comforting the frightened and weary Janet, who faints a comical number of times throughout the film. In Shock Treatment, however, Brad is a stuttering, nervous wreck and Janet is confident and well-composed, although still naive and easily manipulated. If you recall the lyrics of 'Rose Tint My World', Brad sings "It's beyond me/Help me Mommy" while falling down on stage and ding a weird gibbering stutter. Not only do we learn in Shock Treatment than Brad never knew his mother, because he was an orphan, but Janet's mother correctly deduces that Brad is suffering from 'infantile regression', or is becoming as helpless as a child. That's why he's calling out for his mother in Rocky Horror. That was the genesis of his emotional breakdown. Brad never properly grew up, because having no family made him try incredibly hard to act self-reliant and grown up. The horror he feels as a result of giving into 'absolute pleasure' stems from his inability to properly deal with what it means to be an adult; sex in particular. He's not really an adult, but a child desperately trying to be and adult. Frank's brainwashing in the Floor Show sequence must have undone years of repressed existential angst Brad felt for growing up an orphan, and never having a proper childhood with a loving mother. Janet's reaction to the Floor Show is quite different, however: "I feel released/Bad times deceased/My confidence is increased". Finally giving into her sexuality after years of growing up with two incredibly repressed and shallow parents made her more adventurous, outgoing and confident. This is why she ends up committing Brad to 'Marriage Maze'; Janet, who has embraced her sexuality, and, by extension, adulthood, wants an equally confident man. Of course, she doesn't get this and feels incredibly frustrated. We see in the opening scenes of Shock Treatment that Janet scolds and comforts Brad as if she were his mother. Brad, in his existential collapse, has reduced his wife, who should be a sexual being, into a surrogate mother figure.
Nurse Ansalong is ColumbiaOkay, I know this has been said a lot, and I know she DIED at the end of Rocky Horror, but hear me out. Keep in mind that this theory only works if you believe that Nation and Cosmo are actually Magenta and Riff Raff in disguise. So, Word of God says that Riff Raff did most of the work (if not ALL of the work) on Rocky, right? So he basically knows how to create life. Also, as far as we know, when the castle took off at the end of Rocky Horror, the three dead bodies belonging to Frank, Rocky, and Columbia came with them. Plus Magenta seemed really close with Columbia. So, combining all of these factors, it would not be surprising if Riff had decided to bring Columbia back from the dead, which he seems pretty capable of doing. So then, Riff Raff and Magenta had to travel back to Earth, in disguise, for whatever reason (maybe revenge on Brad and Janet??). Of course, they bring Columbia along with them. Because they're both using disguises and fake names... they probably would want Columbia to also. So, she takes the name Ansalong.