Quick look :)
- player and window shaking when walk
This looks like it's (partly) caused by the Origin not being centered for all animations.
- players legs are in the ground
This is because of the collision mask of the 'stop' state of the cog sprite. Make sure it touches the bottom to stop him standing in the ground.
You seem to have some corrupt images also (try CTRL SHIF J in FireFox).
I quickly did a test using an invisible block with the ScrollTo and Platform behaviors and it scrolls much more smoothly. You may want to consider doing it that way - it may save you a few headaches.