Oh man, there's no words to explain how much I love making video game sounds with my mouth. It's so much fun.
To answer your question, the sound you hear when you get hurt, and the sound you hear when you lose, are both made with my mouth. The sound you hear when you successfully hit a direction was made by me tapping on some glass (and the mess up sound is the same sound, but at a lower pitch).
Happy you enjoyed it, man!