An optional challenge requiring the use of all upgrades at once would indeed make for some nice endgame optional content. Thank you for the suggestion, I will definitely think about that for the post-jam update :)
For the Teleport Arrows, they used to preserve your momentum but it also meant you often reached the downward terminal velocity right after warping, which doesn't give you a lot of time to react. That's why I reset your velocity after the swap. Maybe I could try preserving the horizontal and upward velocities and see if it's better...
Thank you for playing and for your feedback, I'm glad you enjoyed it!