Hi William! I like the concept you have going here. Very mysterious! The blue and red lighting is a great touch.
Regarding areas of improvement, there are three main things that stand out to me. First, the eyes look a little flat. This is where studying anatomy really helps. Eyeballs are spherical and need to be shaded that way to look realistic. I trick I've used before is to make a circle selection in Photoshop and shade the entire eyeball separately before masking out the eyelids over it.
Second is skin tones. Generally, you never want to use 100% white or 100% black on skin. Instead, go for light yellows, browns, and blues for highlights and dark purples, blues, and browns for shadows. Again, reference is super helpful. You'd be amazed how many weird colors skin has.
The last thing is detail. Normally, you want the crisp, tight details to be the most important part of the painting. Right now the smoke in the background is the sharpest, drawing my eye away from the looser brush strokes around the woman's face. I'd recommend tightening up her hair and eyes some more and blurring out the smoke to bring the focal point back to her face.
Finally, here's a quick paintover to show what I mean. Hopefully that was helpful! Keep up the good work 
