Hey thanks for the great feedback! The Game Over should trigger on your friendlies being empty... either something is messed up with the Shieldmaiden or one of your friendlies got stuck and didn't despawn. Something for me to look into :)
Rockets cost quite a bit of ammo to use, so depending on your build you can chew through ammo. If you have, say, 3 ammo, you can shoot a few bullets but need to wait for more to refill to shoot a rocket. If you keep shooting bullets you never get your rockets out. I've been on the fence about whether ammo management is actually fun. It adds another dimension to upgrades but running out of ammo also kind of sucks? Maybe if it was communicated better, idk.
Anyway thanks again! Appreciate the detailed response.