This looks... dull. Stacking cement blocks and spamming bullet bill blasters is not good level design. You can't even see where you're jumping on the part where you jump on the bill blasters. You should allow vertical scrolling for that, because right now it's somewhat cheap. And yeah, like the other guys said, the status bar palette is messed up because the BG palette is too big, and you should never put vertical tiles directly under slopes, because you can go through the bottom and kill yourself.

Also, I don't know where your "new level" is supposed to be.

There is an easier way to record your gameplay. Since you are using ZSNES, you should try the movie recording feature. There is a tutorial on how to do that here. Plus we wouldn't have to keep seeing states being saved.

The coins kinda look too blocky: spread them a bit better. The design also looks a tad flat for my taste. You can also try to make the level more appealing by adding more decorations and creating a custom pallete.
Well, good luck.