I really dig the idea of melding this subject matter with this style of game; it allows for a nice combination of engaging story and engaging gameplay, and it seems that you had a lot of fun finding ways to represent how the physical journey the player plays through is the character's emotional journey. For instance, I really like how taking damage makes the world become dim and lowers how far you can see; I think things like that make it more clear that the demons are not just literal demons.
Game was quite hard for me personally. I found that it was best to just lead a massive bunch of enemies around in a circle, always shooting behind me, and collecting the XP drop thingies as I made my way back around. To be honest, this wasn't a particularly engaging way to play after a while, and I never ended up getting to see the boss. That said, it's also very possible (and in fact, likely) I am just terrible at this game.
Overall, super interesting conceptually. I like how you tried to differentiate the two "dimensions," although if you were to expand on this, at least slightly more cohesive art styles would be a must in my opinion. And I just generally like the interplay of the story and gameplay. Nice work!