Great game! That last boss was a gauntlet, good balance of challenge/length for me. I think the four-directional movement you used was the right way to go, it gives it a good retro feel and adds to the challenge. :) Since I played on keyboard, I wouldn't mind being able to change direction without releasing the previous key, but this is a matter of preference, and wouldn't even be a problem on gamepad, which this sort of game is better suited to anyway.
I love the designs of the characters, the hero in particular gave me Chrono Trigger vibes ❤