I suppose the best way to answer all of those at once is that each floor from here on out contains its own mini-story. The first floor did too, although it wasn't a huge point of focus - more about exploring the tower and coming face to face with its great mystery for the first time. However, the cast from 1F is with you for a long time though, and as you progress, you'll be seeing them a fair amount in supporting conversations and such that should hopefully make up for it. Though to a certain extent, don't expect everyone to have a huge drawn out story, that would just be really hard to do! Still, hopefully I can give everyone the time for them all to garner at least some attention.
No specifics on Medicine or Kaguya, but they do play fairly significant roles once they do come up. Mind you, for Medicine, it shouldn't be a surprise - for a doll who has decided to liberate all of dollkind, is it really a surprise to hear she might have a fairly significant role in a game about wishes?
The exact nature of the bond between Alice and Marisa... yeah, I do plan to have some stuff revolving around that. What? Well, that's being concealed for the time being. Partially because after Sengoku Gensokyo's interpretation of the magicians, I need to stand back and re-evaluate my own interpretations of them!