I've stayed out of this topic because when I first saw it, things were a mess... but after a few weeks, it still feels like you're not really listening to what people are saying. Pokemon sprites are designed according to the environment of the game; to create a space for status boxes displaying HP and such, the sprites are placed in the top right and bottom left corners of the field. However, since they ARE engaged in battle with each other, the sprites are drawn at an angle to show that they're facing their opponents, as shown below. Also shown below, the sprites are lit by a single light source in the top left corner.
Your sprites, when placed in the same field, would look something like the image below. As you can see, the sprites seem to be ignoring each other, and the shading can't be traced to any single light source.
The other major problem is your palette selection; while the wings DO look nice and smooth, that's not necessarily something you want in a Pokemon sprite. To get the most natural-looking result, I like to use existing palettes from Pokemon sprites. You should try recoloring your latest sprite, using the palettes from Milotic, Volbeat, or Latias (for the red) and Wailmer or Kyogre (for the blue). Or, well, whichever palettes you want to use.
I also recommend giving my tutorials a try... specifically, you should try making a small terrestrial mammal, they're good practice.
