Thanks for the kind words, Skaz!
I'm unsure what it still means to add volume and depth to a sprite along with subpixel animation, I'll look into that and see what it'll do for the sprite.
Pillow shading is something I was trying to avoid, is it because of the darker tones near the edges of a lighter part? I was trying to use some anti-alias but I suppose I still need to improve that part... I do agree I need to work on the lighting, I usually just "go for it" and see what works, but I can understand how it might feel off here. I think that working on the shadows can create that sense of motion that I've found is still lacking, mostly so at the head/hair.
Your version does show how much more fluid it could be, and I'm glad to see that. I do want to keep some darker pixels to the hair, to show some more detail in it, so I might need to find a common ground between my own and your edited version, shadow wise, I can really use this advice.
Thank you very much for taking the time to help me out here, I really appreciate it! I'll be busy editing the sprites and hopefully post a new version later on!