"Made" covers a broader scope than "developed", and that "developed" covers a broader scope than "designed". "Programmed" falls within the scope of development but is separate from design. ("Coded" is basically slang, so I personally avoid using it.) Since you're a one-man team, you could probably use any of these words. (I'd probably just go with "made" or "developed", unless you want to place special emphasis on the fact that you were the game's designer or its programmer.) Though strictly speaking, the game is "programmed" in GameMaker, "designed" outside of GameMaker, and "developed" in and out of GameMaker...
"Create" would probably work, since in everyday English we speak of artistic works as "creative" works and we speak of art as the "creation" of the artist. So game making would fall into this category. But I personally avoid the word "create" because to me it feels awkward, probably due to my background in philosophy which uses more nuanced vocabulary (in philosophical contexts "create" is pretty much used exclusively with reference to creation ex nihilo, not with reference to the process of making art. But unfortunately, I don't think there really is a good word to use. "Make" would be more correct than "create", though "make" might be too broad, since it can also signify the making of non-artistic works, such as "I made a sandwich", etc....)
For the splash screen, why not just put your name without any additional text? (Because if somebody's name is on a game's splash screen, you'd think that that person is probably that game's maker...) I wouldn't bother mentioning GameMaker Studio 2 on the splash screen, since the GameMaker logo is automatically displayed upon startup anyway.
