My impression is that the unseen incident happened at Marigold and Momo's place. May was there visiting... either she and Dale came over to visit together and he and Marigold... did their thing. Or May was there on her own. She and Momo were in Momo's room. Hence the comment about 'how can you sleep through that?' Basically, the bedrooms are right next to each other, and May tried to escape to the living room. But still couldn't get away so she did what she does, and snarked off.
As far as May and no coat goes, I doubt she has a lot of money. As far as we know she only has the one part time job. She probably doesn't spend money on anything she doesn't have to, and wearing a coat for a robot is a 'don't have to thing'. Besides, she has blue plastic skin and hair. She's not going to fit in no matter what she wears. I'm not sure what the texture of her new face covering is like, but the color, especially against the rest of her skin doesn't look like human skin unless it was very, very pale. Maybe she could get away with it if she was entirely covered from the chin down with clothes and pretended to be a shut in who never saw the sun and had dyed hair... But yeah.. This is May. It's not like she cares.
As far as the Patreon reference goes.. meh, I didn't like it. It is way to much like I see in a lot of 'free to play' games that remind you all the time that 'if only you were subscribed/paid us money you could have so much more!'. This is a one off thing though, not happening all the time so it's not like it's bad. Just a knee jerk reaction to something I dislike seeing in other environments.