From the beginning I could see that the player's running animation didn't work. Everything else seems to be playing fine though.
What I did was remove a number of your events, because they seemed to be preventing the running animation from working. This is what the current events look like with removals:
With that, all of the players run animation frames cycle now.
EDIT: Also, your shooting animation is only two frames, and the first one is pretty much the same as your stopped animation, so while it may look like only one frame is playing, both frames are definitely playing.