By the way, I had a hard time trying to find it on the web a few years ago... It's kind of obscure. 
It sounds distantly familiar, just can't remember what game it was...
Ok...
You are in your ship, fighting enemies a la Zanac. Suddenly you see buildings on the ground and then you press a key to stop your ship and move on-foot a la Commando. You enter the building and fight more enemies just to search for what might be inside it, such as new weapons, ammo, special items or your teammates. You have three teammates that must be rescued. They are a green alien girl, a robot dog and there is also another one teammate that I cannot describe (I never found him). Teammates fight with you too. After that you leave the building, return to your ship and keep going. There are also two different buildings in the game: a cottage where a wizard can raise your dead friends and a palace at the end of the game that I could never enter (I am sure that I must find all teammates for that). Some ground constructions are nasty teleporters that send you to previous levels. This game soundtrack reminds Valis.
This game is an MSX1 game, 32Kbytes cartridge, made in Japan. It's main problem is in the graphics (badly drawn sprites) and slightly misadjusted controls. But this kind of game variety really made me play it a few years ago.
Last tip: its company also created a game related to mythology for MSX.
Anyone?
I would never have guessed
TFH, Looks like you still got the chance to ask your question then 