The cyan creatures did read like ghosts to me, but unless my eyes are playing tricks, then in your excellent title screen they appear to be a reasonable 1.5 to 2x the height of a human character (i.e. just right for a monstrous creature with an emphasis on a hazy, stretched aspect because of their temporal nature). But in the game mock-up, they're 20 or 30 times as tall. I don't know if this discrepancy is contributing to your discomfort, but I wonder if these creatures would look better if they were pixelled to be about the size of a large boss, rather than something the size of a background layer.
Oh, and the glove and knife look great!
I also really like what you said about his attitude in the title screen, and had to think (maybe for the first time?) that 'hey, that's right, what
would it be like for a person if things like video game rules could actually inform their world view?' - so thanks for that, it's exciting and stimulating to explore!
I also love that he can resurrect earlier explorers - adds a lot of heroism and potential story depth (it's not all just about grabbing as much loot as possible) as well as opportunities to reveal plot details ("here's the key to the next cavern - I couldn't make it but maybe you can...").
I do like 'Endless Cavern', though I think the reason you might have tried to change it is because - despite how it rolls off the tongue - it lacks a good verb for pep (or at least a more descriptive noun) and so 'Crystal Blast' must have sounded very exciting in comparison, but maybe began to feel
too exciting (like it was supposed to be some kind of high-energy Columns or Tetris clone...). At the risk of suggesting something that sounds too comical and throw away, would 'Crystal Caverns' be too alliterative for you? Then there's also 'Phantom Caverns', 'Crystal Depths', 'Ancient Caves', 'Adventure Mine', 'The Under World', 'Caverns of the Dead', or many other possibilities and combinations of possibilities. (though I doubt any of this is much better than 'Endless Cavern'.

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I saw no problems with the proportions on the title screen - it was very convincing! (to be fair though, I do often underestimate just how long a forearm can be, so maybe you can try the pose in a mirror and that may be the only evidence you need.)
I like your heart container! And your new sprite helmet looks very realistic (though it obscures that cute, wide-eyed expression a bit).
With moves like this, there's a bit more than a slight discrepancy.
A discontinuity between game art and sprites is - historically - pretty much par for the course. Maybe even an expected feature if you want to rekindle memories of playing classic games. For me, a realistic art plate or title screen creates the conceptual coolness for helping me take the game seriously, while the game-friendly sprites add the cuteness that helps me become attached to the game emotionally (this is a way to say 'fall in love with' without sounding too corny...). This is the kind of cognitive dissonance I can live with!