Thanks for playing and enjoying! The disappearing rockets was a glitch I wrestled with for a long time. If I moved the rocket spawn point in further, it would explode inside the player collision capsule, and if I moved it further out, it would spawn in or through walls (as you were experiencing). I'm gonna have to do some more tinkering to see if I can find a sweet spot.
I really appreciate the detailed feedback! After all the feedback I've received, I definitely have decided that making rocket jumping a bigger part of the game would be something I would do if I furthered the concept. It's just a balancing act of making players rocket platform and rocket jump when you want them to!