(Rewriting this post a bit shorter because I accidentally closed the browser tab after 20 lines ;x)

I rank feedbacks by importance: critical ones informing about the state of the core gameplay versus polishing to make the world feel more alive.
Also I make the distinction between feedbacks as information and feedbacks as reward.

For visual feedback:
Based on the fact that the human eye is designed to detect movements before everything else, a critical information like 'the red monster shot a projectile' need to be emphasize by a full animation and maybe a small flash inside the sprite. It should get the attention of the player over other feedbacks playing simultaneously, even over critical rewards such as 'the block has been placed correctly'.

For audio feedback:
I think everything should have a sound (except for footstep maybe). The difficulty is to get the sound design right.

Adding signs could help the readability of the game: an idle animation for monsters and player would communicate immediately that they are the moving parts in the screen.