That's a lot of good ideas! Scene transitions are super, introduction of the new elements is smart.
I found some problems too :) The sounds pop (maybe a poorly edited one or bad import settings), they don't play if I fall on the ground without jumping first. I suggest changing lightblue background with a grey one, so the eyes will have a rest! You could add an info how many keys you need to collect.
I really like the particles and that save/load system!