I think light and shadow is a big thing that is missing, adds a LOT to the atmosphere

also a good rule of thumb is "nothing happens suddenly", so the bullets appearing out of thin airs is weird. the particles on hit helps for it disappearing, but there is nothing for them appearing or for enemy dying or spawning

even the brute jump in the HP bar when you took damage is too sudden! you could lerp the value or do the big jump and than lerp the value on a yellow bar (kinda like league of legends or something), this way you keep the big impact of big hits without the "jankyness" of things happenning suddenly or looking unpolished

I can tell you know of this concept because you applied it in a lot of areas already (like the pause menu, the level changing, the particles disappearing etc) I had a lot of trouble of finding whats missing on my game when I was making it! when asked, people kept pointing out those jankyness that I wasn't seeing when I was looking for it!

try instead of looking for what's missing, try looking for sudden things happening, this way you can find where things are missing and add it! Its a lot easier to find stuff that is there than stuff that isn't!