I love the shadows you did on the wings. Really nice color choice to compliment the whites. Looks fantastic!
I keep coming back to the hair though... have you thought about adding some darker shades/shadows near the roots? What you've got is probably more realistic, but part of me would like to see some darker shadows inbetween the strands near where the hair meets the head. I'm not sure if it would help or not, so (as with any advice you get) use your own judgement!