Wow thank you so much for the great feedback! Will check out your game in a bit. About the immunity, there is a bit of immunity I think, or at least what I thought I programmed, since the player goes transparent for a bit, but I think something got lost and didn't end up working as intended, but I completely get what you mean.
As for the wall jump, you are spot on. It's just whenever the player collides with the wall, not necessarily the bottom of the player colliding with the wall. This can be fixed with an additional collider for the bottom of the player, or some sort of raycast, and was an issue I was aware of when I submitted the game haha. Decided to let it slide because there were more important things to fix at the time.
Really appreciate the kind words! I don't really intend on working on this anymore, because it's way too deep in design flaws and bad coding implementation that I might be better off starting over, but with a similar concept, which is something I intend to do eventually, perhaps for another game jam :P
Also yeah, you do lose health for not jumping on beat. I should make that feedback more clear to the player XD game feels a bit like it's cheating you with all the weird animations and music.