In Manamon 2, you talk to a person after a certain statium which will clearly mention the rope, I don't think you can miss it. Swimming gear however, I did miss it, though that was probably after playing for a while and losing concentration. It is in a jungle, where the game takes you after a certain story event. Once you complete a mini quest there, climbing up a tree will lead you to an area with it.
Man, I really hate this Baron underground already. I have no idea why Aaron insists on this, but Manamon 1 had the exact same issue, where all these timed events like lasers you can't walk past them immediately as the sound stops, and I am so used to doing that in AAC. That's not really my main problem though, I'm in some area with 3 boulders I am supposed to move and I really have no clue how I'm supposed to do that. At the start, seemingly you can only move one of them, and that either west or, after moving it a bit west, either continue north or all the way to the west, both of which don't seem to make the other boulders movable anywhere. Now that I'm writing about it, I don't remember if you can move it south after going a little west, that could be the solution.