Man, this took me almost 30 minutes to figure out... And now I feel stupid because the answer was really simple.
When you are checking if "Health=0" you should add another condition "System->Trigger once". Or make "Health" an instance variable of Player object, as you did with enemies.
Otherwise this condition triggers again and again even after your player is destroyed. And your Explosion and GameOver sprites are moved to (0,0) because the system can't find (Player.X, Player.Y)