Good start, liking the animations, have some pointers and suggestions for improvement.
I think you should just ditch mashing to escape and just make it a "hold button down for X amount of time" instead. This is more of a personal preference, but c'mon, give my keyboard a break.
Don't see the point in having the crate drops for buying items. Especially not if you're in a situation like you sell your weapon to get just enough cash to get a new weapon, only to then have to run around the stage looking for it while taking unavoidable damage in the process. Assuming you implement larger and more complex stages down the line, this problem would only get more annoying.
Since the weapon selection in the vending machine seems to be totally randomized, you could potentially get locked out of upgrading for quite a while if you get unlucky. This is why Captivity had weapons throughout the stage that you could buy, so that at least there would be some kind of option available once you reached a certain amount of money.
Ammo drops should get more frequent as you have less and less ammunition.
There's pretty much no real way to actually avoid the projectiles from the lizard-tentacle enemies, or to get past large groups of enemies to reposition without taking damage. Captivity had a dodge-roll for a reason. Also, the projectiles themselves blend into the background too much and are hard to see, not to mention there's the bug with those enemies firing them even after dying. When you're running around to find enemies, oftentimes they'll shoot you before you even have a chance to react...and even then there's nothing you can actually do to avoid the shot once it's out.
From what I can tell, there's no way to heal your...sanity or whatever the gauge is that depletes with sex. An odd decision, considering that's what players are here for.
The game keeps defaulting to dickgirl/futa for no reason.
It's really annoying to have to keep re-equipping your weapon every time a sex scene occurs. It should get automatically re-equipped once you break free. (Or just don't actually unequip it at all during the scene, just hide the weapon during it.)
Now for things I'd like to see:
It'd be interesting if the player had some amount of ability to control how sex scenes go. For example, if you passed some kind of minigame when the Lycanthrope gets you, you could get it to finish with your mouth which would result in less damage, or maybe have scenes where the player takes control and doesn't take damage at all. It'd make the sex part of the game more interactive, rather than just "escape from the scene or not." Maybe you could have a somewhat altered scene that reflects if a player chooses to give in instead of resisting.
Lingering uh..."battle damage." For all the fluids being sprayed around, it's always great when the characters visuals portray that, especially if they can get to the point where they're basically sprayed down...