I really love the concept.
The main issue is the gameplay. As other people have mentioned, since the game revolves around a fairly complex character control mechanic, it's important for the player to understand what they're doing and how they're doing it. Unfortunately, that isn't very clear at the moment.
As for the art and music, they're excellent. Everything feels polished: the animations are smooth, the aesthetic is cohesive and elegant, and I especially enjoyed the animated scenes that play while you're dancing. The only visual element that felt a bit out of place to me was the lasers. I understand they're meant to beak your combo if you touch them while matching the color of the character, but I think there could be a more thematic alternative. Since the game is inspired by Touhou, perhaps bullets flying across the stage that you have to dodge while dancing, or some kind of silhouette that erases footprints and that can be pushed away by the player, would feel more dynamic and fit the theme better.
Going back to the gameplay, I encountered the same softlock twice where the mouse inputs stopped moving the characters. I also found the pivot points difficult to understand, which made controlling the dancers even more confusing.
Overall, I think that if these mechanics and the controls are polished, this could become a truly unique and creative gem with very few comparable games.
Great job overall. The mechanics are original, and after all, nothing ventured, nothing gained!