I've played quite a bit, never really figured out how the game is sequenced. Does it simply loops while there are some checkpoints here and there? Or maybe there's even an ending and I did not reach it?
The game sounds great, looks amazing and the gameplay feels awesome too, the different enemy patterns are good, the speed of the bullets and of the protagonists is right, the difficulty is perfect.
I don't think there's any theme integration and with such a well rounded and polished package you're craving for a final boss but what's there is excellent, a very strong entry that I'd love to see developed even further.