Some time ago, I started to develop a game on android with andengine. That is w Working well. I am just working to look at some feedback at my design yet. Here is what I am having right now. I could also put some code if you want. Briefly, this is a survival with some rts/rpg system. If you have any questions, don't hesitate.
I dont like how everything is stemming off Level extends Scene. You might want to exhibit some form of inheritance in order to develop a heiarchy for the system. For example, Solider, Zombie, bulllet and Wall are all visible objects, so you might want to make a VisibleGameObject class with attributes like Sprite sprite and boolean visible. Then just extend VisibleGameObject for that class. The idea is it will save you repettive work which you would see across those objects.
My next point would be to divide up the game into different scenes, it seems like you are running everything under a single scene in your diagram which I very much doubt would be the real case. Make a scene for Level, Menu, PauseMenu, Victory, Defeat. The idea of those extra scenes that I have mentioned is that it gives you the oportunity to present a menu for different functions. For example on Defeat you might want to present the option to either restart the game, or exit the game.
Im only just begining to learn AndEngine myself, so sorry if my opinions are not appilcable.