Take a look in your keylistener and shoot functions for player. Change the else ifs to just ifs, because what is happening there is that if you press right and then press and hold down, it will not shoot down as well because of the else clause.
I tried that but it seems like the keyboard is not the issue. When I replace the setVy with setVx the program responds to the keyboard input. But if I replace it back then it won't respond with the setVy. Basically something is wrong with the methods/variable itself not the keyboard.