gamemaker doesn't loop gif's and doesn't support frame speed.

you're blurring.  pixeling is all about drawing it pixel by pixel without having a tool to render the job for you.  also, it looks like you made a small tree, copied it, pasted it, stretched it out, and repeated to get your perspective on the forests.  not the way to do it.
if you have more than one tree, draw all of them, or least come up with a bunch that you can copy paste and combine to create an area.  you're using the same tree almost everywhere.

and I think you have the wrong idea about what anti aliasing and pillowing shading are.
anti aliasing is basically smoothing rough edges.  you use different shades of your rough edges and basically blend them accordingly.  this does not mean blur!
again, you place each pixel manually, no tools other than the one to place a pixel.  there are plenty of aa'ing examples out there.

pillow shading is...well, your outcome looks like a pillow.  bright in the middle and gradually gets darker all the way around it.
people use pillow shading in round objects mainly, and they forget about the light source.  shade away from the light, as you'd see it in real life.

You've improved, there's no doubt, but I can still see plenty of room for even further improvement.
I took a stab at it:

the walking looks like this left leg is moving front to mid, and his left is just dragging.
the new bat swing is excellent though, and yes, I totally agree with secondary attacks.