Well the thing that really leaps at me is that your colors are very saturated and very close to each other, which makes the shading almost irrelevant in some places. You should vary them more, not just in shade, but in tone a bit. For example the darkest green in a dress is likely to be bluer and the lightest one yellower, that lets you make the colors seem darker and lighter compared to the other greens without having to use really dark or really light colors, which are more likely to read weird depending on the background. You have one of the colors on the boxing glove where the red stays exactly the same while being the dominant color, which is overdoing it in the wrong direction and quite frankly hurts my eyes when I look at it up close.
I get that with the light colors you're trying to accentuate the shiny, metallic robotic nature, but a better way to do it would be to just let the lightest colors in the equation take up more space and adjust the others accordingly, like in these WIP images of an eye I was working on:
Side by side:
Animated:
It's really not the best example, but you get what I mean, I think. Aside from that, the light area on the face is just way too large and flattens her entire head quite badly. Looking at just the face I see no light source.
I made a quick little edit on the colors (I changed the lightest and darkest colors of the hair, the two darkest of the dress, the darkest of the skin, the darkest of the socks, and the two darkest of the gloves), making them more contrasted in shading and tone and generally darker, and added a liittle bit of shading to her forehead. I also darkened the whole thing with the brightness adjust because it was still hurting my eyes with its brightness and it's just an example edit with half-assed color choices, but I think it can still give you an idea. Oh and I noticed you had 2 pixels on the outline of the glove in the foreground that were a little pinker than the rest, since I couldn't figure out a need for this I got rid of it.
As you can see, the details pop out a lot more and it gives a better illusion of depth. Looking at it now I really want to mess with the colors even more and make it even darker but I just wanted to give you a step in the right direction so I'll leave it up to your judgement.
