@final boss: The final boss will most likely be playable. Like all final bosses of the previous Touhou fighting games, they have all been playable.
@Mamizou: She is most likely not the final boss.
@Shinto character: While Reimu is a Shinto shrine maiden, she was never shown to be working for Shinto, unlike the Moriyas.
Can Koishi even be contained like that? I mean, if it strikes her fancy she can simply disappear from everyone's sight for as long as she wants...
I don't think that's how her ability works... She isn't invisible or anything. She just has no presence.
For example, if you take Youmu, when she was trailing Sakuya, was talking about how she has no presence, because she is half ghost. However, Sakuya was still easily able to detect her, because Youmu is just terrible at hiding.
My guess now is the final boss is related to Shinto.