Hmm. Yeah, I'm definitely digging the hair too.  
This is great work.
...And I'm also am concerned about the nose... it's bordering on Michael Jackson thin.  
For portraits, I'd almost always agree with Slade0Hiro's objection to the dark lines, but it looks like you're going for an anime style pic, which has a tendency to rely on outlines.

If anyone can do the edit, that'll be great... it'll only help me further. Thanks in advance.

In anime pics the shape of the nose usually stops very low, so I tried cutting out the highlight that was extending up.
I also tried a different color for the edges of the hair. It looked like the highlights were more green and the darker shades faded into blue, and the darkest shade seemed a bit too green to be continuous.

I wasn't really sure how to handle the mouth, because I don't want to change her expression. She looks neutral/serious in yours, and adding a single pixel above or below would completely define her mouth and change the overall emotion. I tried changing the shadow on the left to suggest a small lift, but quite frankly I don't mind the straight mouth. However, I do think you might consider raising it between the nose and chin.

As requested:
->

Hope this helps.

Welcome! 
It's looks like your capable of a range of styles, and your work definitely shows promise.
However, I'm concerned that you might have a general tendency to leave out large shadow regions.

The best example might be your 'abbadan' rendition. It seems to rely solely on outlines to define his shape when there is a good opportunity to use shadows.

If we pick a light source above, we can create a strong contrast between his underbelly and say, his shoulders. The strong value changes work to differentiate the limbs and the gradual value changes can define the form.

Here's just a quick edit to show you what I'm talking about. Hope this helps.

Wow man... 
Very illuminating stuff. I haven't brought myself to figure out most of the functionality your talking about, but now I have a better understanding and know what to look for when I'm trying to solve things.

It's true that I posted this here for artistic advice, but I have also been doing a ton of unsuccessful trial and error techniques and video tutorials with Fusion. Unfortunately, my copy of MMFD 2 is not recognized by the hardware accelerated updates. Since it doesn't think I have the original, they refuse to install.  I'm going to continue hunting for another copy that the updates might recognize.

I'm not sure if my initial questions are something that might be solved by faster run times, but I have noticed collision bugs already with my character.
They are reduced when I change my character graphic to a square, but still exist:

1. When the hero is pushing against an obstacle, and also tries to jump over it, he jumps straight up over the height of the obstacles, but stays in the same column. He has to jump, clear the 'roof' of the object, and then hold over. Holding over too early screws the it up.
2. He sometimes gets stopped when jumping into an obstacle. A gray block above and next to him can stop him anywhere from 0-6 pixels before he touches it.
3. If he jumps underneath a block and hits his head, he hovers there for a second and then
4. falls straight down.
...I presume he hovers because he is still trying to complete the arch of it jump, and the "bounce" off the gray block didn't make him lose his momentum upwards. But still, if he does this over a pit, he cannot control is fall.

Sorry to ask so many questions right off the bat, but my previous searches didn't reveal much to me. I'm kind of hoping that there is a common solution, to make this easier to answer. Thanks a ton for your time!

Welcome! I'm relatively new here myself, but seeing as no one else has taken the initiative yet to respond to your critique request, I might as well give it a shot. 

To clarify... By concept sprite, do you mean something to develop her visual characteristics and personality... but not something you plan to animate, right?
Because I could definitely see you using this for a splash screen, but the size is pretty much unworkable for animation.

Alright, my recommendations are primarily focused on the anatomy. First off is the skeletal structure. It seems like she might be hunched forward with her head cocked slightly to the side.
Assuming that this is not going to be animated, I would also consider changing her walk cycle to a more climatic moment. With one leg straight and the other bent over it, it almost looks like she sees a stain on the side of her pants. 
...Also you might want to extend the neck, especially where the jaw line is meets up with her clothes.

If you want to go for the pose, maybe try adjusting the knee and lighting to pull it away from her other leg. I get that reference pictures aren't always fun, but here's one you might find useful anyways:
I get that the clothes are a tight armor, but they strike me as very narrow and cylindrical, which doesn't do the curving limbs underneath justice. 

Here's a quick edit to show what I was talking about.

Hope this helps!