I absolutely love the shadows of the blowing sand on the pillars, and the sand mist itself. That's just too cool.
This is good work, and a very little bit more polishing would have made it even better.
Two quick examples:
You textured the sand with a noise filter right? Using a lower color saturation, or using a low tolerance re-color tool, would have reduced the impact of the tiny greenish specks in it. Loose desert sand is typically mixed to a very uniform color.
I'm not sure how the Add Noise filters work with your program, but hitting the white areas on the pillars (just the outside, doing the channels is probably unneccisary) with a less intense one, with a minimal color saturation, would probably have helped the pillars look stonier.
As is, it took me a moment to realize that that was a stone pillar, and not some strangely shaped, enormous piece of metal.
I've got mixed feelings about the shading on the character herself. It feels like she needs more highlights on her face, to pop out her muzzle and help us see her expression, but the lighting is so ambient, that I wouldn't be able to properly place those highlights myself, so I feel kind of rude, pointing it out.
Maybe that's just the way she looks in that light, and the composition is just going to have to suck it up, for the sake of lighting. Compromise happens.
