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Here's some of my most memorable issues with the game and how I worked around them. Just for reference, if anyone needs it.

Helsing ammo (arrows) disappear when reloading / next level loading screen
Known bug. Don't use it, or if you do, don't buy more than 8 arrows total. Always reload the weapon before going to next level. Stuff in the barrels stays. Had spare ammo carry over sometimes, but most of the time it didn't.

Audio: Dialogue of NPCs "cutting off" or getting too quiet when not looking at them
Change your audio device in Windows from surround sound to stereo. Doesn't completely fix it, but makes it a lot better.

Surface levels full-bright: Sun shines through walls, aiming / sprinting causes darkness to appear
Looks like this. Resolution's too high - lower your resolution. (Maybe has to do with FOV, too...? Never changed my FOV, though.) You might need to go windowed mode to change resolution, involving editing .ini files. Set fullscreen to 0, and the resolution manually. Optionally, you can then move the windowed game to the center of your screen using, for example, the 3rd party tool "ShiftWindow.exe".

INI file locations:
- %LOCALAPPDATA%\4A Games\Metro 2033\user.ini
- \Metro 2033 Redux\user.ini

Crash to Desktop at Level "Defense": Game freezes and CTDs halfway through the level
I managed to get through by disabling PhysX, and lowering all settings to lowest for the 2nd half of "Defense".

System Volume Control - Media keys not working
Might be specific to my system with USB-Soundbar and only software volume control using Windows - but ingame, volume adjustments are impossible. Workaround: Tab out, adjust volume, tab back in, repeat. That, or open Galaxy Overlay within the game, to adjust volume more easily.