Nice job on the jam! The setting and the art style is really unique. Going for an alt-history angle is clever!
Within the framing of a jam, it may have shone a bit more if you picked one character story and polished that up. I was also kind of confused on how to progress dialog without looking at the game page, on screen control tips or controls page on the main menu would have helped a lot.
I liked the visual effects and the shading on the art immensely! If there was a way to keep the VFX from obscuring the text I'd have no notes.
This is worth holding onto and polishing up a bit. I'm not sure what engine you used for this, the action segments are good, they just need a bit of TLC that you may have not had time for during the jam. An interval timer for the projectiles would go far. I also got stuck mid kick animation on the second story so I kind of hovered to victory XD. I had fun!