I see you pulled your zip so I tried the in-window player and unfortunately found it non-responsive. Was very excited to try it given the Celeste vibes I got from your art.
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I think that's what's up. Godot doesn't do particle caching, it compiles them at run time. I thought this may be the case so I let the game run for a bit longer and it started behaving as intended. I'd put a note up on one of your pages giving folks the heads up that it takes a bit to load shaders and will eventually work as intended!
Now that I've seen it, well done! It delivered like I'd hoped it would!