It's kinda weird that the only lethal weapon that was ever used against the melty blood character was Jill's minigun. They beat her up many times over, but if only they had a knife, or if Jill had a real pistol instead of a gun that punches people.
I know it's not the intent of the animation, but just a little bit of exposition could have gone a long way. If she wants to dice up a bunch of unarmed guards, she can do that, but if you're not going to explain why, then don't have the rest of the animation take itself so seriously.
You could have gone with something like
Maki- "Eugh. How did we get here? Kyosuke?"
Kyosuke- "You've entered a temporal dimension. I've been here for about ten minutes before you guys, and from what I can tell, there's a mad woman with a cello killing EVERYBODY!!"
Jill- "Don't worry, I'm a member of Stars... (!!) Where are my guns!?"
Mature- "Ohohoh, someone with a passion for death..."
And then the cello girl kills everybody.