Firstly, I really like this piece. Coloring is many places spot on, mundane and darker shades on the back and more vibrant, lively colors on the characters on front. You did a great job with those red and blue lights being out of focus. Shading on the neck and lighter colors on the muzzle help selling the idea of 3D. Well done.
But, that being said, those colorful lights on the background, they should be reflecting on the body. Maybe you cold add some light shading with those colors to the torso and the foreleg.
I like the rain effect you draw, but you could maybe add some life and realism to the hair by adding some gloss and reflection. Try drawing some lighter lines here and there.
Keep on the good work!