I managed to beat the game..but I forced myself to use save states simply at the last world.
Basically I found a bug that in level 5-3, just before you face the boss, there is this room with three crosses that have statues that just love to smash you.
That's not really the problem I have but the main one is this section where you have to jump over this falling platform. Thing is, if you try to jump over it, it for some reason just causes a bug and you instantly get killed. I didn't even touch it but just trying to jump over it kills you instantly and I don't know why.
So the only way I have found out is that you have to let yourself get hit by those statues so that the knockback works in your favor. This part is so stupid and easily got me very frustrated..especially when you have to move those stones to create platforms to reach to certain areas..which is very time consuming.
My question is, is this really a bug?
No other levels apart from this are obnoxious but this one. Damn..oh well its still an awesome game and its now my favourite MSX game!