You're probably going to miss saving Maria and Annet the first time you play this game since I don't think the game provides any hints on how to do this. Hopefully this guide helps you in getting the 2 achievements related to saving them.

Maria is saved in Stage 4. So just go through the game normally until Stage 3. You'll encounter a section with several pits as shown in the screenshot:


DO NOT FALL INTO THE PITS. This will cause you to go to the alternate Stage 4 preventing you from being able to rescue her. Immediately after this section, you'll enter a room with a lot of candles. The last candle will have the Key subweapon. Make sure to get this as it is necessary to rescue Maria and access the stage where you save Annet. Unfortunately, you'll have to fight the boss without a subweapon and you have to skip any other subweapons until you reach Stage 5 ALT.


Beat the boss and proceed to Stage 4. Go through the stage until you reach the part with the moving platforms with ghosts. You'll see a door on the right side, use the key here and Maria will be inside. .

After rescuing Maria, continue through the stage until you reach another door:


Use the key here again to enter the stage where Annet is. Go through the stage normally until you reach a room where water is coming out of a hole. Hit it until it breaks and the water will drain,


Go down and exit to the left:


Annet will be in the room.


Congratulations, you've saved both Maria and Annet.