It looks fine on my end. Maybe it's just your browser? I know that sometimes I have to clear my cache to stop the skippy gifs.
Thanks! That "SEGA look" may be due to Contra: Hard Corps being a strong influence on the designs. I didn't use a specific reference for the vapor, just applied some tips I saw long ago.
What I don't understand is why it seems like some frames keep showing for longer time, as if they were overlaping... tried re-uploading and checking everything was ok but it's not fixing the problem :/
This is great! I love your style. It's very "SEGA Genesis". And that's an awesome thing. 
I have to ask; what was your reference was for the exhaust? It fits perfect. I saw your other boss you posted so I assume you'll submit more from the game, but I'd love to see your protagonist. I'm sure everyone else will too. 
Great!