Great game. The combo thing is a different addition to a platformer, reminds me Megaman, mainly because of the shooter form. I think a intro cutscene about the story that you wrote in description would be nice. Also, transform into the speed form at the laser section was boring, because I had to transform at normal first, and then speedy again, die, transform at normal, etc.
However, the atmosphere and music is amazing. And I am very sure that if you made this as a Indie Game it would be a great addition. What about make each section with a different color? It would be a better atmosphere, even if the game was meant to resemble GameBoy.
4 Stars, good job!