While playing the "Horn of the Abyss" campaign, I noticed a female figure riding on the back of the hero Jeremy's horse, which is undoubtedly amusing.

I noticed that too :) Or maybe Jeremy decided to troll and wore a corset under his shirt ;)
I have the "Complete Collection," and so far, everything is working perfectly, and I haven't noticed any bugs. Although, sometimes (though not often), there are errors in the text. I also think the change of the orc model to Sylvan creatures is questionable :) But the new town and campaign storyline are magnificent.
Oh yes, the firearms of the pirates are a bit confusing, while the Erathians still use their medieval crossbows. But these are minor details.