Yes, parallax aplenty.
Here's the text that the guy says in the first extra level:
お、お前は優子ではないな! 我が名はザリュウドである。 一体お前は誰だ!
レナ? 知らん名前だな。 実力のわからん者と闘うわけにはいかんな。 事情を聞いて上げましょう。
よし!そうゆうことなら仕方がない次のステージを見事くぐりぬけたら私がじきじきに相手をして上げよう。
それではつぎのステージへLet’s GO!! 次の面は、とっても難しいぞ・・・
お、お前は優子ではないな! 我が名はザリュウドである。 一体お前は誰だ!
アム? チャムならしってるぞ。まぎらわしい名前だな。お前のような生意気な女は嫌い。だから・・・
一緒に遊んでなんかやらない! それじゃ私は忙しいので帰らさしてもらう。では、ごきげんよう・・・
お、お前は優子ではないな! 我が名はザリュウドである。 一体お前は誰だ!
アスファー? 男か? 私は男には興味はない!特に足の臭い奴にはな今度来るときはかわいいねーちゃんを連れて来るんだな。
さらばじゃ! オーーホッホッホッホッ・・・・・
A quick (software) translation:
You are not Yuko! My name is Zarudo. Who are you?
It is the name which is not known Lena.
It does not go to the reason for fighting with those who do not understand ability.
Let's listen to and raise a situation.
OK! If it is with Yuuko so, and brilliant-passes through the unavoidable next stage and escapes from it, I will raise by making a partner personally.
Then, it is Let's GO to the next stage!! The next field is very difficult...
You are not Yuko! My name is Zarudo. Who are you?
アム.if it is チャム -- し -- る .It is a confusing name.
An impudent woman like you is disagreeable.Therefore, ...
It plays together and some are not done! Since I am busy with it, I have it 帰らさ(ed) by me.Then, how are you? ...
You are not Yuko! My name is Zarudo. Who are you?
you are a アスファー ? man -- ? -- I am not interested in a man! a fellow especially with a stinking leg -- it is lovely when coming shortly [ には ] -- my - is taken.With さらばオーーホッホッホッホッ .....
I don't know what music plays during these levels, since I played to the end in an emulator (with no sound), but I'm sure it's just one of the level music tracks reused.
I don't know if you specifically have to 1CC the game (continues might be OK) but turning the power off before you reach the end is no good.
One idea I had (you can try it out) is to go to the title screen, hold Run+I+II on controller 2 for hard mode, then enable the debug mode (D,D,L,II,I,L,R) then enable the stage select (press Select 30 times), select level 9, and see where you go after beating that level.
Through hacking RAM, the extra stages ARE accessible in the level select, but only if hard mode has already been activated. (Ya can't hack RAM on the real hardware, though, unless you use the Action Replay function of the Tototek card.
Speaking of hacking, here are a few useful RAM addresses: 2395: Energy. 2392: Lives. 3021: Stage limit in level select (set to $0A). 2304-5: Current level&stage. 20C0: Hard mode flag ($80).
Finally, there is a power-up cheat in-game. Pause the game and press U+R+I+II+Run on controller 2 to increase Lena's "experience" level. Each press brings up her level, to a maximum of 5, as well as filling up her life gauge. This can be done once per life (so no infinite life refills...)