Hey!
I like the design of your captain! The main critique that I can give you is that the sprite looks a little bit flat in the last animation. In my opinion the main issues there are the head and the chest shadow.
As the head is turning while walking, we should be able to see a little extra bit of the back part.
Also, the shadow of the chest doesn't suggest volume, to me looks a little bit like a paper turning to face the direction of the light source.
I did a quick and crappy edit to illustrate my critique

