Just stopped playing this level. I got through the undead temple, got all the feathers (and two creatures), got to the bridge where I need 5 gold coins. I went back to the undead temple to see if I missed somthing, and it "killed" me and made me a ghost again, with no powers. I'm not going through that again so I guess I'm stopping.
The good: Great first level! Your puzzles are good, and extremely difficult... I would put them on the upper end of "VERY HARD." It's clear you put a lot of work into this, and other than the one game-ending bug, I didn't see too many bugs throughout (no voids, no wall-floats).
The bad: What everyone else has said, especially regarding the World of the Living. You need more save points... I think one every two screens is standard, especially if it involves a lot of running back and forth AND you don't get new power-ups to help out each time. It's extremely difficult, and sometimes it feels like its not my fault, but just waiting for random monsters/drips/whatever to just go my way. It wasn't really intuitive on what to do after getting all the feathers, I had to come to the forum to find the answer of going back to Juni.
Also, there seems to be a bug, perhaps with KS+, where going in between screens with the umbrella open, when there are a lot of "air-currents" on screen that there is a .25 second "lag" to load the screen. This normally doesn't seem like much, but a lot of the wind levels involve navigating between screens as one fluid entity, and a quarter second will throw off opening/closing the umbrella when you need to. This isn't your fault, but it does make the wind-room umbrella levels more frustrating. In the future, if using KS+, you should make sure that each screen represents one challenge, and going between screens doesn't require coordination.
Level design is a little bland. There were some levels in the Underworld that had no borders that would just kill you and there several where I wasn't sure which direction to go. Additionally, it the temple could use a little more depth... a little more flair to make it feel more like a setting, a temple and less like a random mario challenge world.