Interesting character design, I especially like their colour schemes and their wings. Also the lgihting effects have been done pretty effectively and follow up with their light source.
A few critiques would be that first, the grey character doesn't need to be pure grey- on the colour selector, if you add a tiny bit of colour, it brings out depth to the picture. Another note on the colouring is that the shades look a bit wobbly.
I'm not sure whether the length of the arms is an intentional style or not, but I'd say they were a bit too long- standard human hands reach down to about mid thigh. If it is a feature of species that doesn't matter though. ^^;