Thank you both for your comments and suggestions.
You have made some valid points and it seems I will need to consider a major rework on the girl's body, since I have a few more issues with her myself ( mainly skirt sharpness ), while trying to retain as much cuteness as I can. As for the faces, my studies mainly involved Castlevania, and the squarish faces but with a more of a jRPG flavor are what I am actually going for

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For more info concerning artistic direction and narrative of the characters and setting :
Artistic directionAs I said at the start of the thread it's mainly darker backgrounds with brighter foregrounds. Below is one of my visual experiments with the game engine. Please ignore the extremely ugly tiles that seem to pierce the eyes. Don't zoom too much. I am putting the image here to show the general relationship between the values I am going for and the size relationships of the characters with the level. They are one of my quick experiments to get a visual feedback on general colors and not representative of the actual environment I am going for. More about that on the narrative section.

I changed a pixel in the guy's face to change the feel of the hair, changed his skin to a redder shade and made his blue a bit purpler. Changed both their darkest color to dark red.
The reason for those changes is that I am currently aiming for mainly using colder colors for most of the environment with judicious (hopefully) use of the warmer ones. So I made both characters closer to red to contrast the environments and differ from them. Maybe I will return the male character's skin to the one before if he is tiring to the eyes.
As for miscellaneous stuff, the Castlevania type GUI is temporary and mainly because I initially made the code for a NES Castlevania type game (minus stairs) so I could have a basis and then evolve it from there according to what I want. The current game's design itself is a child of Castlevania 3. The resolution of the game is 400x240 as shown by the image.
NarrativeThe setting is heavily influenced by the "Nausicaa of the Valley of the Wind" movie's setting concerning the ecosystem, bugs and technological ruins.
Their world is at the end times. It's been years since their sun disappeared ( there is a reason they are still not frozen or devoured by a black hole or something ), while the gate at the end of the world, where the old gods sealed the "demons" from another world, has been breached and an alien ecosystem is constantly spreading from there.
In this world two orphans were living in a village playing and growing up together. One day, in order to save the boy, the girl suddenly grew insect wings. The girl was exiled from the village as an insect "demon" and the boy followed her. Together they made a living in this harsh world by turning to piracy as a duo. Trying to loot a ship that was heading towards the end of the world they found a journal mentioning wonders of the gods and people-like existences with insect wings beyond the gate. Wanting to find both, for different reasons each, they set out towards the end of the world and the truths they would discover beyond the gate.