My observations so far: Okay so there's certain unskippable cutscenes that will prompt you if you want to save when Alt-F4-ing to close the game. Usually after placing a Bahos and warping (after the 12-star, the bat, the arrow) or after playing the casette.

When selecting a response, the game will either crash with an error, or exit without error.

It seems this skip only works when it crashes with error (for example after playing the casette tape)

When prompted, choose "Yes" to save the game, then quickly reload. This starts the cutscene animation but skips the sound/content. In particular, you will be able to Map-warp out of the cutscene.

If you do so before the Ghost fades out, the game will crash. If you do so AFTER the ghost fades out, it will not. In particular, the Ghost fadeout time is unrelated to the original dialogue length.

The only cutscene I personally observed this to be feasible is the one after playing the casette tape. Waiting until the end of the cutscene without skipping takes 16-ish seconds, whereas the skip, when executed, takes about 15 seconds.

That might not be much, but further research may lead to something.

I have created safety saves after each Bahos, so the casette skip would be right after the save labelled "12 final"

For all other cutscenes so far, either exiting doesn't crash, or it's faster to just let it play. In particular, the one after "8 Arrows" is very long, but since it has the selection in the middle, I was unable to skip here. I'd encourage to test it yourselves and see what you can come up with. A proper consistent cutscene skip can shave off about 1m30s of the entire run.