In order to do this you press the melee button a little bit after you fire the shotgun. Its a bit tricky to get down, but with a little practice it can be done. However after you get the first upgrade for the shotgun (End of Act 2-4) it can no longer be done. Since you will be using the shotgun pretty heavily in the first parts of the game I think it can save quite a bit of time.

There are 2 guts walls you have to destroy with the sticky shot to progress to the village. For these two walls you only have to hit the 3 bottom parts with the sticky shot to destroy the wall. [Note: This is not true when you first have to use the sticky shot in Act 3-1].

(Shout out to TheFox7771) Once we go out of bounds in Act 2-1 we continue on. Don't go back to get the Red Gems. You need to get the second strawberry in Act 2-1 to perform the glitch. The strawberry is located just before the the first mini boss. The area with the 4 breakable walls. The strawberry will be behind the 1st breakable wall on the left.

You also need to get the strawberry in Act 2-3 located to the right of the ladder in the alley.

Near the end of Act 3-3 after the cutscene with the Colonel you have to fight 3 demons. The easiest way to beat these teleporting demons is to charge the Johnson bash, and when their purple mist comes near release the charged bash. This will kill in one hit, and might be easier than try to hit them with the light shot.

I believe the skip is a result of going through the first door without activating the fireworks. When you reach the checkpoint keep sprinting, and generally try to be fast. I believe the game is having a problem loading the level which allows you to pass through the sides of the door; which skips a mandatory fight against a mob of demons.

In the same area where you are introduced to the Red Gems there is a checkpoint on the bridge. Grab the strawberry, and activate the checkpoint (you have to get out of bounds) on the bridge then quit the game. Reload the save. Turn around, and you are able to unlock the gate; and you are back in the Red Gem area. The Red Gems are back in the area along with the demons. It will play the Red Gem cutscene again once you eliminate the demons just like the first time; allowing you have another 3 Red Gems. Can only be preformed once. (You can still go through the gate and continue on with the game).

When you first discover the red gems you also get an eye ball to unlock the gate which contains 4 crates & the strawberry to advance. If you move the crate outside to the area where you got the red gems & keep rolling the crate against the spot where the gems were at you can hop inside. (Sorry if its hard to understand I don't have anything to record with ATM. There are also several parts in that area where you can go out of bounds, but can't find use out of them so far).