Oops you said you weren't planning to change it. Didn't see that until I wrote this, so eh... for next time maybe? Anyway, it's a good piece. Keep arting! :)
What I'm seeing is an awful lot of red with very little contrast in your figure. It's fine to have a lot of red, but the amount of contrast you've given the railing and her dress makes you kind of expect the figure to pop a little more.
What you may try doing is making the figure a little lighter red. Add some oranges in there to give her a more vivid look, or white if you want her paler. In the shadow areas, definitely
add some green. Not enough necessarily to make the shadows turn green, but it will dull the red there and give some contrast. Right now the bluish purple is the same value as red, so the shadows glow rather than recede. Complementary colors make shadow areas recede, giving more depth to your image. This applies for her wings as well.
You may consider not having such regular pleats of hair. It looks like the style used for computer games, which the detail of the border and railing suggests is wrong for this piece. Try finding some photos of hair and use them for reference. Pay attention to how pieces of hair fall, where highlights go, and stray strands of hair. These are some of the little nuances that make hair look more "real".
The dress (sheet?) also, I can't tell what you were going for there. Is it supposed to be translucent so that she has no body? That's kind of what it looks like, but you may want to vary the translucency some so it doesn't look so accidental. Right now I keep looking trying
to see her lower body, but it's not there, and there seems to be no reason for it. If it didn't look like it was just on a separate layer with transparency turned on, I might expect it to be intentional.
Anyway, that's the nitpicky way of saying your image has a lot of inconsistencies. I'm not sure what resolution you're working at, but if the reason for the lack of detail on the figure is the size she is on your screen, increase the resolution and/or size of the piece. You can reduce it later, and the extra effort will
Now, I know that was a lot of negative stuff. I'm better at finding problems, because that's what I usually do on my own work. But I will tell you what you are doing right, to the best of my ability.
I do like the concept of this piece. You're setting up a good mood here. Red can be a little overwhelming, but the gold accents you've set up give it a brightness, and you have plenty of variation in the red background. You've also set up a good path for the eye. The figure is well off-set by the lighter area of the sky and that gives it good balance.
I'm glad you're not taking it personally that Epilogue didn't accept this. As long as you like it, that's really all that counts (unless you're doing it for money, and then getting paid is what counts, hee). Epilogue certainly isn't the be-all and end-all of Teh Art. They're just one juried art gallery on the web.
As for stopping on a picture, I think that's what every artist does. A piece of art is never finished, just abandoned. There will never be a perfect piece of art that cannot be improved some way, but you'd kill yourself trying to fix everything. Sometimes it's best to just acknowledge that it's not there yet, but you'll get it next time.
To me, there is art for art's sake, and then there is art that pays the bills. Art for art's sake is a luxury, art that pays is a career. I have no qualms about painting whatever the hell the other guy wants, as long as he's paying me enough. Thus is the power of having money for art supplies and food (but mostly art supplies). But doing art that other people want is no reason you can't do art for yourself. And it doesn't mean you've lost sight of anything - it means you have a marketable skill.