Thank you for playing our game and giving feedback! On regards to the bullet hit and not getting a response, that's actually intentional but poorly communicated. The boss has i-frames to reduce the possibility of players spamming attacks and easily killing the boss, and it seems I set it for too long in this case. So yes, when it looks like the boss got hit and there's no feedback, that really means that the boss didn't get hurt.
There is actually a dodge roll mechanic in this game, and players can still access it by playing the space bar. However it's not noted in the directions as there's no animation for it and hadn't been playtested as much as the other mechanics.