I can understand manga-only readers not liking this as much. The first arc in the novel was pretty average plus being an adaptation the manga had to cut a lot of corners...
Alright I'd be scared shitless too if I see a kid having a dance with shadowy tentacles. Nothing is creepier than the combination of a child + supernatural shit
Yui's inability to use prostheses might be due to inadequate muscle signals. If the muscles and nerves in her legs are completely dead, then control of prosthesis would be impossible