Okay, I think I can respond properly to this now. Thanks a lot for recording it; written feedback is great, but there's nothing quite like watching someone else play to help you catch the difference in perspective of a new player vs the designer, and I think that's a major part of where I messed up here.
I'll try to respond in a points-ish manner.
1: Enemy health: I've completely failed to explain the health system of the game in the game itself. It's less Devil May Cry and more Super Mario - enemies and the player don't have an HP value, they just have a Damage State; like how a koopa troopa loses its shell when you jump on it, but if it gets back in, it's good as new. Which is obviously very unintuitive when basically every other fighting game or beat-em-up uses HP, and the only health system I actually remembered to explain (the orb) is a numerical value. I've made a quick update to the explanation in the How To Play part of the menu (not uploaded yet), but I think I'm gonna have to make a proper tutorial higher priority. Probably also oughta highlight the importance of the stomp move for dealing with downed enemies.
2: Distinguishing between dead and knocked-down enemies: Currently the only visual difference is the lack of glowing eyes (or halo, if those are enabled), but I intend to get some active ragdoll system in, and obviously knocked-down enemies will need getting-up animations to make the recovery less jarring. There's also a different sound for attacks that knock an enemy down and an attack that kills them, and the player character will look at them if they aren't dead. Again, I think this is more to do with me badly explaining things to the player than system being inherently flawed.
3: Enemy and player health bars. Since there's no HP, having a bar doesn't make a lot of sense. Instead, you use the enemies' eyes to gauge their state. There is an option to make this more visible by giving the enemies halos of the same color, but it's under audio/video. Maybe I should move it to the Mode Select screen instead, since it's more like a difficulty modifier.
4: Orb health display: Almost certainly getting added in one form or another. The orb's damage system is probably getting a revision of some kind to make it more forgiving and in line with the other health systems, so I'm not entirely sure what form it will take.
5: Enemy visibility: Minimaps almost certainly won't be added if I can avoid it, since situational awareness is an intended aspect of the difficulty, but the halo option makes enemies visible at very long distances.
Anyway, that's my overly-long-probably-too-defensive take on the issues you encountered and brought up. If you try the game again, I'd love to hear if knowing this stuff makes it actually fun to play.
Again, thanks a lot for the video.