=> Does the final game "UnMetal" 'open up' more after the section from the demo--allowing more freedom to experiment and to explore?
=> And are the changes in the game world somewhat persistent, or not?
I'm now in chapter 5 (I think the achievements suggest there are 9 chapters in total) and the game still follows the structure I've outlined in my earlier post. So I wouldn't say the game opens up later on. If you played the demo, just imagine every chapter being structured like the demo area - in other words: hub areas consisting of multiple interconnected screens, but no connectivity between the individual chapter hubs and no real "optional" areas to explore, with the exception of secrets.
To your second question: You occasionally find new items which allow you to enter areas you couldn't before (like key cards for doors), killed enemies normally don't respawn, broken crates stay broken etc. However, if you're looking for a game with lots of world interactivity which leads to persistent changes (like opening shortcuts in Dark Souls or... basically everything in Prey), then I'd say this game can't offer you that.
All that being said, I've run into loads of character moments, plot points and gameplay ideas that made me laugh out loud thinking "this is so dumb, it could've been written by Kojima himself", so the game is definitely accurate to the source material in that regard.