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Could you tell us what is the skill you have learned? Some skills are passive thus they do not appear in your skills menu. So it depends on the skill you have learned.
As far as the change of your level and the lack of skill, this is something that I hear it for the first time. Are you sure? If yes perhaps it is a bug but I am not so sure about that.
Now for the names, it is mentioned somewhere in the game in act 1 that we are in Citadel. IIRC it was mentioned in a dialogue that the place is called Citadel.
