I never played S&S but it's on my wishlist. Would you say you prefer it over Blasphemous?

(...) the level of difficulty of some areas are too high. I would appreciate more checkpoints to solve this.

The terrible platforming and abundance of instant-death hazards was one of my major gripes with the game. Especially when the controls are very clunky, hitboxes are janky and grabbing a ladder is inexplicably difficult. I'm not a platformer guy though, but it felt very unfun to me. Also some of the enemy design and placement is just deliberate made to waste your time, which is another complaint I had about the game.

Also I have at the moment some confussion on how the things work. For example, I recently got my third “potion” and I have no idea how I did. I also guess that I can improve my character like if I level up it, but apparently you dont have levels or I dont know how to do it.

Yes, the game is extremely opaque and very hard to play without consulting a wiki. You get more flasks by finding or buying more Empty Bile Flasks, then taking them to one of the blood fountains you can find and paying some currency (Tears of Atonement) to fill it. The healing amount can be upgraded by sacrificing one flask and paying a Quicksilver item and some currency to a guy below Albero.

Upgrades are done at Mea Culpa Shrines, which you find throughout the world. Instead of levels, what upgrades are unlocked is tied to how many shrines you have found. You can't grind for levels, they only unlock by exploring.