First I want to say I think the theme is interesting and you did a pretty good job with extracting the images - I see only one little part on the rock that was missed to the left of the fox. I want to let you know I am not an expert manipulator at all, but I am going to tell you a few things I would have done to move it forward. The blending of the images needs some work. They do seem to be sitting on top of each other, so in order to get them to feel together I have learned to use clipping masks, and change levels to get the light and shade to come together more as a first step. (I am not going to link to ALL the tutorials here is a link to my favorites - the page I save all the great tutorials I have used to learn from [link]) Especially look at the blending the fur for the fox. I would have added a mask and using a fur brush (there are a lot of good ones on DA if you don't already have a favorite) I would use that to blend in the fur to the background.
Shadows seem a bit harsh, another trick I have picked up from all my great DA friends and the tutorials is do not place one shadow on a layer and call it a day. Use several layers with blending modes and different opacities, even different colors pulled from the background, as no shadow is ever truly black. The same goes for the light - I think your light on the sword is awesome! You can even use the same multiple layers and opacities to enhance that - maybe even check out these great brushes [link] They are my favorite for lighting effects. Overall it is a great piece I hope these tips help and you find inspiration in them.