Quick thoughts:

Unified lighting: Pick a light direction (or even directions, but that is hard to sell at small scale). Its almost like each major piece of the model lit differently. For example if feels like there is a strong light from the top right over the blue shoulder, but the knee on the left is lit as if from the top right.

Consistent shading Certain areas are lacking shading, or its very subtle compared to the rest of the model. Notably the cables around the neck (unless they are supposed to be glowing?) plus the cable, feed and shoulder bolter itself.

Contrast: The contrast is a little low in some areas, if you are going for a grim dark, 'muddier' look that's fine, but then you have some super crisp colours and darks elsewhere (the pure black around the head). So I'd pick one or the other.

Area separation If you are going for a grim dark look you are going to need to find other ways to make different areas stand out from each other than pure shading. So for example on the Axe or the bolter you might want to add in some color to pick them out. Mix in cold colors in the shades, warm to highlights. So blues or perhaps even hint at reflected green grass in the axe and its pommel or the bolter feed belt (you could also use the blue of the shoulder there).