Giving your characters a little volume can actually make them easier to animate, because it'll be easier to show motion clearly in fewer frames when the volumes and major shapes are well-defined. When everything is flat and stick-thin, it's a harder to keep the poses clear. Plus, if you're relying more on volumes and larger shapes, that means you can rely less on details.

I see what you mean about the stairs leading up! I think the problem is due to several factors:
- the stairs get narrower as they go up, but we expect them to get wider because of perspective
- the vertical parts are larger than the horizontal parts, but with this perspective, it should probably be the reverse
- the edges of the steps aren't defined
While the middle "issue" can be fixed, the other two can't really be fixed without making a weaker image overall. Instead, I think you should consider alternative solutions, such as making the staircase wind instead of being just straight. That's a common method games with this projection use for staircases, probably precisely because it eliminates the ambiguity of front-on stairs by giving you the opportunity to show the sides of the steps.

Here's an edit to make the stairs curve:

I also had some fun and added some details to make the steps look a little more like they're part of the cave itself in the second edit :>

I think the feetless legs look weird. Even if it might make sense if you think about it, I think it would look better with feet so that it's not distracting.

The heads look wider than they are tall and flat from the side, like ET's head rather than a human head.

The torso looks like a flat ribbon. Give the character a butt and a chest! Those parts of the torso are thicker than the waist. In addition, the neck would look better pushed back a pixel, as it lines up with the spine (or rather, it includes the spine!).
Adding thighs might also help you define the legs in a more natural way, giving you room to hint at knees and the natural bend of the leg.

Here are some base sprites I made in a similar style a few years back, along with their silhouettes, perhaps they might be of use:

The darker skirt works much better for the design!
It still looks a bit pillow-shaded though. Outlines usually don't need shadows around them; for shading you should mainly be thinking about the overall 3D form of the object, not the 2D lines that delineate it.

Consider making the back of the cape darker - with the light source being in the upper right, it's not likely that much light would hit the cape.