Thanks for the comment. I'll try to answer your questions one by one.
1. Where did I get the explosions
We made them.
2. How am I creating the glow
Moving lights
3. Sprite masks?
No... Lights
4. How come the sprite change shape?
It does not... It just moves very quickly.
The game is not optimized at all... It's a game jam and there's often no time for those fancy stuff. I wish it was though :)