Nice improvement
I made this... remake? (the only shape I didn't change was the gun I think) last night, but I forgot to post it . MysteryMeat already helped with the pose, but I will post this anyways.

Bloodborne isn't a colorful game. To achieve a similar mood I wouldn't use so many "colorful" hues. I mean, I would make the orange hair or the red scarf pop out (something that makes the character unique), and make the rest less colorful. For example, in my sprite I would draw a red feather on the hat or a red cloth around the arm.

I played DBAA a couple of days ago because I wanted to make somthing that looked similar too

Cute sprites. I like what you've done so far
About the mountain blending with the character's skin, maybe if you made it more blue it could look good? The outline doesn't look bad tho.

Hope this helps.

I can't tell where does the light come from in your sprite. You have to set the lightsource (top and a bit of right in my edit) and shade the sprite giving it a sense of volume. Yours looked flat because of this.
I don't like the hair in my edit but I think it can give you ideas of how to shade the hair without just drawing 1px lines.
Also changed the palette a bit.

I love the mood in the second one
The plants read well with the absence of green except for the roof plants imo. Would the only green color in the foreground look bad in the background plants?

Interesting design
Needs contrast and some color.
I'd make the lines of the highlights in the ball cleaner.
I personally prefer the sharp blade of the previous versions