So where to begin, I liked the music of the game, I think it would be good to release a little ost track on youtube so we could listen to it outside the game. The visuals also were great I loved our little girl, I realized quick that the threads and our decision to use them had pretty significant consequences so I found that quite creative. It all fit into the narrative very well and the idea of threads, spinning brings into me like the idea of a loom, of weaving fate and with the multiple endings, I think this is genuinely a game I will replay later to see the other endings and see the other character's stories.
Ps. Some bosses can get pretty difficult, but I mainly felt it so because I ran out of dashes, so I could have timed it a bit better, but maybe having an extra one can keep that tension and pressure of the boss, without reducing his difficulty but making it easier on the player.
Aside that... you can also cheese the bosses, it seems they can be hit even without triggering their dialogue by going past the door, so we can shoot them and kill them slowly, after a certain point their second phase triggers and well they get moving but, yeah a simple bug fix.
Great work! Loved the game.