I'm not sure what you mean by adding parallax. The engine is 3d, so there is no need to fake 3d effects.
You can use a script to spawn 3d models outside of the map, which can provide more depth if that's what you want.
Why do you want dx11? What advantage will this bring?
I might work on shadows and lighting in the future, but don't expect realistic graphics.
I might also add the ability to change the skybox and fog with scripts, but there won't be any realtime GI.
There's currently no simple method of displaying a health bar.
This engine is for creating retro FPS games. If you want fancy graphics, use Unreal/Unity/Godot/GameGuru