Glad you liked it!
The SFX volume does change, but you need to hit the restart button for changes to take effect. Admittedly, I probably could have made it so that it updated on the fly, but the settings menu was a last-minute addition. Also, I just now realized that the difference between the max and min settings are only about +-10 dB, so it may not be super noticeable.
I'm not sure what you mean by the bug where you can't die, because I tried doing that and I couldn't replicate it. The being able to move while the settings were open thing is 100% a bug though, and it's because I made it so that the ball node could still move when paused (hence allowing the rotation gimmick to work). But that also made it so that I couldn't pause the ball, even if it made sense to when opening the menu settings. I probably could have implemented that better, in retrospect.