Some thoughts:
For a similar top-down zombie shooter, you might like to take a look at
Left 4K Dead.Massacre not 'massacure', unless it's a cunning play on words.
There's a nice tutorial
here for screen scaling in GM whilst avoiding the blurring that your game has, which will help make the graphics 'crisper.'
The character with machinegun, knife and shotgun as weapons:
Machinegun never needs reloading so I just stood next to a corner holding the mouse button until no more zombies came. The shotgun seems to fail - gaggle of zombies in my face and some of the shots just passed through them (I'd suspect the particles are moving so fast that they never intersect with the zombies). Even if it continues to have infinite ammo, adding a need to reload the machinegun would add some pacing and use for the knife in combat.
Character with shotgun and grenades:
Shotgun stops me just holding down fire and walking around with a laser beam of instant death, which is good! Grenades are almost useful, could do with being thrown further maybe? Need a reason to use them instead of the shotgun which has a similar area-killing effect. Huge problem is his shotgun bullets bounce off solid walls and kill me.
'Fast' character:
He runs fast because.. he's from Kenya and Nigeria?
His main weapon seems to be, I don't know? A short-range shotgun? When firing he gets slowed down, which pretty much removes his advantage. Can't work out what happens when I press his 'knife' button - places some kind of marker? His teleport ability doesn't go far enough for me to want to use it instead of just running.
The controls make it seem like the player gains companions later, but I didn't get that far into the story.
Some of the interface screens are confusing. Like left-clicking to read a description of the character and pressing Return to select him. Also the "level select" screen in arcade mode - I guess there will be images representing the levels there eventually? Generally mixing mouse and keyboard controls for the interface makes it more confusing than it need be.
I think it would benefit greatly from adding a need to reload your weapon. This will give the game a rhythm: Shoot zombies, run/hide whilst reloading, shoot more zombies. A very effective way of showing ammo are graphics on the HUD representing the bullets remaining in your magazine. That can also help show what type of weapon you're using.
This seems to be sounding rather negative, I didn't mean it to! I like that there are a variety of enemies, and I like that there's a tactical choice in smashing down doors. I also like that there's no health system, just "one bite and you're down."
Good luck, and keep it up!