Neat little game! I really liked the sprites of the player and the other magical girls, and being able to see your friends while using abilities was a cool touch. The space background was gorgeous, although the wall tileset didn't really feel like it fit the atmosphere of everything else.
Both the player and the enemies felt a bit floaty, though perhaps that's fitting for the space(?) setting. The dash ability was a lot of fun, it's just a shame there wasn't really much room to make use of it.
Using yarn to fight is a neat concept, but the forward momentum on the melee attack was a bit much, and getting the yarn ball to go where you wanted it to was a bit hard. However, getting big combos with the ball was fun when it happened! The time slow on every enemy kill seemed a bit excessive, perhaps it's something that could be reserved only for killing the last enemy on the current screen?
Overall, I think building more on the space setting could be neat if you're planning to continue this game, as well as perhaps exploring different ways the other magical girls could enter gameplay as minions/familiars. Regardless, good job!