I'm so impressed you put a sort of emotional core to this jam game! It's quite ambitious to make a rhythm game with an animated story set to multiple custom pieces of music (one with lyrics!)...!!
Repercussions for failing was probably out of scope for the jam, but presenting a score should at least improve the opportunity for replayability. If the game said I got like a B-, it'd definitely motivate me to keep trying to get an S-tier grade :)
For the UI and first-time experience, I'd suggest going with traditional arrow shapes for left & right, just for immediate clarity. Also could help to *neutrally* acknowledge the player for pressing the keys before the level starts, since they're likely exploring. I know it doesn't really count against the player currently, just thinking about overall perception haha
I really hope you keep pursuing your interests here! The Haxe community obviously loves rhythm games lol so your contributions to this genre would be welcomed in a heartbeat.
Overall, your game felt really cohesive and meaningful, and was definitely fun! Really nice work!!