Was on my way to report another bug when I saw your reply :] Sometimes, Retry makes me start with damage and velocity from enemies that were near my ship when I died in the previous run.
Particles are a hell of a thing xP I hope the fix won't be too annoying for you.
Is the immortality an actual bug? I thought it was perhaps just a consequence of stacking shields and regen. Either way, something to fix if possible. Speaking of shields and regen, it would be handy to see a list of current upgrades or stats on the level-up screen, to make it easier to gauge which upgrade would be most beneficial. After a few level-ups, it gets hard to keep track of how many of each you have. Perhaps the level-up cards could list how many you have of that upgrade already, that would avoid the clutter of a full list.