Madotsuki could also be seeing humans as these strange, alien creatures in her mind
Actually... yes that is kinda exactly what is happening in many scenes. A lot of the creatures are stand ins for people or concepts. Some are vague unspecific people like the Elephent women in the school (who are supposed to be the students and bullies)... and others are of specific people like the Alien in the spaceship.
The social anxiety aspect comes from how school is interpreted in the world. There is no saving grace there and all the "students" are set against her. The most calm and relaxed places are places where Yume would be entirely alone.
As for "Yume is transexual" I am going to go with a no... that sounds like something that is quite an American symbol
the violent imagery seems to focus on a victim, rather than an assailant
It is more that she is thinking about it. It is very unlikely that she has actually hurt someone, but she has strongly thought about it.
Her suicidal tendencies, or at least contemplations of suicide, are so saturated in this thing...
Another thing to remember that links in is that Yume has also experienced people being mutilated in terrible accidents before. The bullying is important to framing Yume's personality if you understand her as someone who has tragically lost others and has no reprieve even at school. As well many of the powers and abilities dirrectly link to bullying so it is quite evident that it is atleast a large part of her psychological issues
As for no happy ending... it is my belief that there was an intended happy ending that simply was never put into the game because it really will never be finished