I think I escaped! I went through a door of white light and ended up at the start of the game again.
Pretty cute! Not too difficult once you learn to depend on your shield, which protects you from everything including laser beams to your back. :)
By the way, to keep the enemy health bars visible and facing the camera you can attach a monobehaviour script to them containing this:
void LateUpdate() {
transform.LookAt(transform.position + Camera.main.transform.rotation * Vector3.forward, Camera.main.transform.rotation * Vector3.up);
}