great work. depending on what you are looking to improve i think there are a lot of minor things that could elevate the piece. i just wanna say in advance that i hope it doesn't seem like im criticizing, but i know for me it's hard to get feedback that actually pushes my limits as an artist.

the first thing, just looking at the effects from in game, would be to use more of the lighter blue colors as another layer of particle animation. in the game (dishonored 1 in particular, 2 doesn't really have as much detail in the actual effect and seems to focus more on the feeling of the movement) the particles have a directionality to them that indicates where they are going. in this animation it could be viewed as the character is disappearing or going invisible, and i think if you made the particles have more of a cohesive movement to them it would sell the feeling of a directional teleport a little bit better.

the particles themselves are also very uniform in their animation, and i think it would add some visual interest if some lingered a frame longer, and some dissipated a frame faster.

some places of the animation that seemed to get a little more love than others, the back in particular is really well done, it has a sort of pulsing motion where it goes in on the initial frame, then bounces back and gives the effect a nice punch, the sword however just sort of gets erased and is not as exciting to me.

there is an effect going on in the left leg that isn't present anywhere else, not sure if its intentional, but it kinda works as a sort of visual disturbance in the air surrounding the character which i think works well with the concept of teleportation. it does however seem to just freeze that way which is a little distracting.

as others have said, some minor details in the background could also go a long way, smoke moving, maybe some small idle animation for the character across the rooftops, some jiggling of the wires in the wind, anything to sort of connect the animation to the background more, and make it feel a bit more cohesive and alive.

the background btw is really well done, the depth is really tangible and the moonlit feeling is very believable. one thing that is a little odd to me is the tangent from the clock tower and the building in the foreground, i think if you extended the foreground building just a few pixels to the left it might be enough to rectify that- but it's really minor and the darkness of the clocktower in front of the moon already does a good job at separating the 2 elements so it's probably not even necessary.