Really digging the music in this! Was fun exploring the map trying to figure out where to go. But, I do have to agree with DC11111 though in that this could really benefit by having some sound effects (with a few visuals added as well).
Could use something like https://www.bfxr.net/ to generate some in there to add some oomph. Also, having some visual feedback for hits etc. would be nice. For instance, if you hit an enemy with a rocket you get that "KABOOM!" sound effect playing and have something like an explosion animation that plays over it (for game maker studio you can also use particle effects like so: effect_create_above(ef_explosion, x, y, 2, c_red); put this in the destroy event for the obj). Also, there were times when it was hard to tell how I died in the previous run. Having it maybe freeze on the hit and having something like a quick color flash with a "thud" for walls or a "WHACK" for the planes would be a nice tell (Nothing too long but just a second or two to show what happened).
Also, maybe this is just me but I didn't know how you could fire until after reading through the comment section.
Aside from those smaller items it was fun to fail and figure out where to go. Congrats on finishing and good work!