Broken wall behind her on the left: the edges where it' broken, give it some 3d quality with the broken rocks, not just a contour, the wall seems paper thin like this. A deep crack on the wall also might help signify it as such because the too much graffiti right now seems like pixel scribbling (like hidden thanks on a demoscene pic, heh!) more than graffiti.
Neck needs defined muscles to the side of the trachea, at least a bit more if she's physically powerful and worked out.
Buildings: bite the bullet and look at Appleseed/Akira ruined building pictures (or real ruined buildings if you can find any) because your abstraction lacks SCIENCE as it is and they look too wobly, soft, and not 3d. If you're going to put it in a picture with lots of SCIENCE, be prepared to do the SCIENCE workout for them, no turning back now. This is the last 5% of work that is super-tiring, but do wrap it up with strength and polish honor.
I don't think the blue shadows are an issue, but do try a red-tinted shadow too to show us how it'd look!