Sorry, it seems like you were expecting a different kind of game alltogether.
The game isn't meant to be a fast paced hack and slash, it's more methodical and about making use of bouncing projectiles and cover. It will of course ramp up, and possibly faster/with more variety than it does now, but it's not there yet. Starting as you would be playing in the lategame would remove any buildup and tension, and while you may disagree about the pace of it, that is not the kind of game this is trying to be.
Enemy AI is of course a work in progress, as is the art itself. I will make improvements on spikes in the future, but I'd argue they're definitely missable as is. Enemies will also gain more abilities and some will have higher HP.
Yes, you can exit shop stages without spending your money. The upgrades system will allow for much more customization and flexibility in the future, but that hasn't been implemented yet. Saving up is definitely a main decisionmaking element of it though.
You can walljump and punch bullets back with the second character, but it's pretty jank right now.
If you know a way to make cloud shadows fuzzier, please do tell.
The right click attack is not that useful as an offensive move at the moment. Later on there will be upgrades that change up its behaviour so it can be used in more interesting ways. However, its explosion can be triggered by any bullet and the AOE damage clears out root walls. I've made a patch after you commented which improves its speed somewhat as well.
The last level is indeed "bullshit", at least considering the difficulty of the rooms before it.
If you can tell me the conditions under which you took damage during the transition or footage of it I'd be grateful, thanks!
Tile wheels are faster to work with, but may take a while to get used to. Once you do though, I feel like menus on the side are superfluous. Still, it was mostly due to more important things taking priority that it hasn't been considered for now.