Is there a function in Construct 2 (or a plugin) that I can use to quickly compress all images in a project?
Construct 2 compresses images on export, so you wouldn't need to do that. Compressed images only help for downloading purposes. While playing all images are used decompressed.
This manual entry might help solve some problems:
Or else this might help:
tutorial on performance
open any image, press the 3rd or 4th button in that window dialog.
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See Construct 2's export-time optimisations to learn how Construct 2 automatically compresses all your images for you and more.