A question about the gun - after collecting my first upgrade (from beating the first boss), the gun shortly after reverted back to the base level at some point and I never saw any upgrades again, was that meant to happen?
Upgrades work like Blaster Master- taking damage removes 1 level of weapon power. There's effectively 2/40 chance to get a drop from an enemy; 1/20 for health, 1/20 for weapon upgrades, so there's a chance you won't see an upgrade unless you're killing a bunch of robots.
