Really solid concept, and the intro was great.
The combat feels a bit stiff though, and some feedback when attacking enemies and when the player is being attacked would help a lot. Even something like a simple sound and flashing enemies red should be enough.
The dodge is a great addition, but it would feel better if enemies telegraphed their attacks more clearly, maybe with some short wind-up animation that is played before they actually attack, so the player has time to react.
I also didn't fully get why, instead of dying, I turn pink and lose control. Especially since in some cases it's a lot easier to actually just purposely drain the health bar and make the character complete the stage for you.
That said, it's amazing how much story you put into the game, and the endless mode is a nice addition. I think a high score system would add even more replayability.
Overall great job, I enjoyed it!