Very strong visual style! I feel adding the vocal tracks to match with the displayed lyrics will help a lot to more firmly mesh the looks with the music.
I'm not sure what the benefit of going into the nightmare dimension is, I only popped in a couple times to check it out before switching back to the more vibrant world. Also, is there a trick to aiming the ball when it springboards off one section? I was never able to land on any of the power ups during those transitions, usually falling short but once overshooting them.