Alien Rock Girl

I really like the palette and the style! I suggest for you to focus on anatomy a little bit more. If possible find reference and use it to compare what's right and what's wrong. You can even find photos for the ears from elves and vulcans from movie stills to see how seasoned professionals solved the ear anatomy problem!

Sorry, I should have been more clear.
When I talked about anatomy I meant tiny details and relative proportions. You don't have to draw a human! It will actually be cooler imho if you didn't!
For example:

See how the Kaminoan aliens from star wars have elongated limbs? If you take a closer look you will see that their bone structure is human even if their arms are incredibly long. And their palms and 3 fingers follow a human-like design albeit elongated and scrawny. In general, the Star wars universe has an insane variety of aliens were the humanoid anatomy is pushed and explored but with realistic(ish) functionality in mind and the same applies to the droid design too!
Lastly if you worry that your character will lose her femininity or her charisma if you push the alien design too far, look at the heroines of the Mass Effect universe. They are so well designed that even Tali who wears a gas mask and has 3-fingered hands has a huge waifu fanbase (which shows what great characterization and skillful illustration can achieve, if done right).
Regarding the cigarette arm the proportions are wrong. Measure the arms and try again. If you can't figure it out, take a photo of yourself in the same pose and study it. If you are still stuck I will offer further advice. But first, try to figure it out yourself. It's through that conscious effort we learn to draw

Hmmm I understand. Also if you design the t-shirt at size S or M and then you make the arms XXXXL it will be visually confusing. So if you want to stick with the alien theme, turn the t-shirt into a sleeveless one.
About art direction, the problem is not which way to go but that you are undecided. When you create art you need to have a specific vision before you begin. It might change during the actual creation process but you need a "blueprint", so here's my advice:
Decide what you want. Alien or human? After that make the appropriate research and stick to it. You might one day have to face a similar situation in a commission or a freelance job (or in life) so this is perfect practice! You will gain some hardcore work-ethic experience points from this!
You might ask "but how may I decide?" That's easy! All you have to do is to think what kind of feeling you want to evoke to the viewer. Is she scary? violent? mysterious? sexy? ugly? casual? Then after you decide, think what characteristics can go with that. for example she has on her left arm a wristband. If she is violent put spikes on it. If she is nerdy make it a flashy touchscreen. If she is beatiful put emphasis on her lips etc.
After you decide, create a low resolution image and make thumbnails like this:

The low res would be so you don't lose time drawing details like nostrils No color, just greys and try to make as many variations as possible. You will find the one image that feels right and then my friend you just render on a higher scale image Trust your instincts, and if you need any other help I will do my best to help you.