Now, these wings look better than what I've seen of you so far, so I assume you have spend some serious time on this work. And as always with your work, the colour blend very well, and you did a splendid job on the lighting. That being said however, all the shades you used don't differ from one another very much. I'll try to explain that better: With the shading you used now, the picture looks perfectly fine. However, I've seen other artist use a much darker shading, and they explained that the more shading you add, the more 'alive' and 'realistic' the picture appears. So it could be that this picture, with heavier shading and a bigger contrast, looks more 3D. But that is also a point of personal preference, so if you feel this fits better, then there's no real need to change, since there isn't anything really wrong with it.
This may get confusing, but basically "do whatever you feel comfortable with"