Wow, really beautiful, and I really like it!

If you are looking for some constructive criticism, I can only say that her upper body is leaning forward, but the wings are not. At least not in the sense of their tilting and the shadow that is cast on the blue background from both body and wings that has the same distance all over, which IMHO esthetically suggest it all to be a 2D plane.

BTW, is this the girlfriend of "Captain Pegasos"? Then it's no wonder she is sad...