First, I love the concept of your game. I like games with lore, and it's really cool how you created a whole backstory for the characters. The only thing is it's a bit too fast to read in the beginning. Something I could suggest (I know there wasn't enough time during the jam, but possibly for the future is you're planning to keep working on this project) is weaving the story into the game, for example telling it in pieces during the first few levels.
Second, I like the loading background and the first level background (I didn't get to the next levels so this is the only one I saw :') Playing was a bit difficult for me, I didn't see the controls list (maybe it wasn't there but I couldn't find it, so I figured out the shooting etc. on my own)
Overall, it's fun, but maybe you could add checkpoints during the levels? For example, right before the bossfight. This way, you wouldn't have to do the whole level again after getting to the boss.
The music is also great btw!