Thanks for playing, the video is extremely helpful and it makes me smile to see a very skilled player. I made level 2 in like 45 minutes before submitting so I haven't playtested it like crazy but your time is better than my best in the ~30 attempts I did, so you definitely aren't playing the game wrong. Only thing I maybe saw was you can clear the gap after getting the shotgun without walljumping if you jump off the tiny ramp with a little bit of ground speed.
I haven't optimized the levels yet to make everything super smooth so im not surprised parts feel un-intuitive. Dashing is a different animation than walking but it should probably have some kind of distinct effect like an afterimage or something, that is a good point.
Wallkicks/jumps should probably give you more speed (shotgun anaconda had similar feedback) so I will try that while refining the movement. I havent played Dustforce but its on my list to study (aka steal from).
Thanks for the feedback!