Spirit Dreamer,
Hey there, I think right now the spatial / size relationships are a bit odd…and to be honest, I don’t understand the significance of the dragon / creature ~ is there a narrative here, or are you just compositing figures? I think that is the main thing to consider.
Spatially, the rightmost (female) figure reads as though she should be in back of zhuzhu, but she is too large to be, and you’ve placed her in front of zhuzhu, so it’s confusing. The leftmost female figure is too small to be in the foreground.
All of the lighting schemes are different ~ causing this to appear to be a hodgepodge. You don’t want that, you want to unite them through color, scale relationships, and lighting scheme to appear that they are all in the same environment. The temptations is to invent something allegorical to get around having to do some major construction work, but people will see through this. 
The main question you have to ask is, what is the story / narrative here? Why are these figures in the same environment, and why are they posing as such?
You may have to invent a scheme and change the texture of the figures significantly. For example, the upcoming Narnia series reminds me of a scene in one of the books where there is a gallery of statues, frozen in place by the spell of the White Witch. You may want to invent some similar scheme, and turn these figure into statues…this would require also constructing an environment which is believable, no small task.
I think it’s cool to see you experimenting like this. I would just bear in mind that it will take a fair piece of work to get these to really work together believably.
Cheers,
~Rebeccak
You have some nice work with the shading here, although I’ve also seen you do even better shading in other pieces. I think given the short amount of time, you have done a really nice job with this piece. 
