Very nice job! I'd say the only thing that really bother me (and it's minor) is that she seems to stand out too much from the environment. She's basically surrounded by blue lights, but her costume is full of those beautiful bright and intense yellows and orange. Unfortunately I feel they sould be toned down a bit to fit better in the scene.

All I did was using a dark blue gradient on a multiply layer going from her feet up towards fer face. And I did the opposite using a light blue gradient on an overlay layer going from her head down towards her feet. I did it quickly, but I think it get the idea across.
I don't know what you think about it, but that's pretty much the main ''problem'' I could see. And if you want to add more depth, you could also try to add some foreground elements too. Something like dark rock silhouette could work.
Beyond that, I love your design and everything about this character. Great job Julia!