muju's version is pretty cool, perhaps she put it in her scraps. Looked a bit too much like a weird chimera to me, though, so I tried to make my version as alien as possible. Slightly inspired by the Ether Dragons, though. Which are themselves directly ripped off the Byakhee Birds.
I like that little nebulous bit in the bottom-right corner. That's a pretty cool effect. The bodies in the opposite corner (top-left) look kind of incongruous, though. I mean, with the super-detailed and neat-looking creature--those moons or planets don't seem to...fit?
the nebulous effect is just a specific brush. as for the planets, I think it's because I should either have used other weird effects on them, or have darkened them properly. You can still see the strokes, that's why it looks half-assed (it is)
The actual creature itself looks great, with little to improve upon. Excellent representation of organic flesh and carapace. Love the textured gloss finish of that primary 'stalk,' as well as the wings and abdomen.
Background, not so much. The bit with the moon looks pretty good overall, but maybe I don't like the 'papery' appearance of it, made by the brushes. I also think the buildings in the background need more development. I can tell that they are buildings, but little beyond that. there are messy strokes all over them, and although that is a characteristic part of your style, I don't think it lends much in that particular circumstance.
Gradient sky looks pretty good, and the little effects down the bottom do too, like the smoke and splash.
Well, depth is not a real concern. For me it is easy to discern them as background objects, but their definition is minimal. Your use of the word 'buildings' in quotation marks suggests to me that perhaps they are not buildings, but that was simply the first thing I saw when looking at them. Nonetheless, that reaffirms what I am saying. They just look very sloppy, or 'rushed' by comparison to the well-refined creature in the foreground.