Main menu is pretty good, but usually to select people use spacebar or enter keys.
The game has good variety of options in settings, which is nice.
You should give the player more optional keys, like AWSD to move.
I don't see the difference of pressing or holding C to jump, it seems the same height.
Wall jump is great! You can even climb walls like Celeste.
If you die holding a box you will respawn with it, I think it duplicates.
I also managed to get locked here (Now that I think about it I forgot about climbing so maybe that could have saved me):

Good thing this game has a great saving and loading system!
This game may lack a bit in sound effects.
The ending was a bit anticlimatic, I guess there was no time left while developing the game, I just interacted with a lever and got kicked to the main menu, still a pretty good experience!
I agree with the other commenters, the controls need a bit more polishing.
I can see this game being pretty good for speedrunning.
Really great job to your team, art music and gameplay are top notch, I wish you all good luck with development, I'm sure this could be something big (you should also export for HTML5).
And lastly for the bullying part: You will never be a true magical girl! That's all! Touhou is great.