I don't think the desaturated look fits with the character and the game; almost all the in-game styling in FFX is very colorful and saturated. Especially the red and blue in the clothing, you're losing too much color there when you overlay the effects. Some additional greens in the background foliage would help too - even if the green doesn't already exist back there, it wouldn't hurt to add it. Optionally, you could also make the overdrive effects yellow; in the game, the "readying" is yellow and blue but the actual tornado is white.
I usually grumble about cutting off limbs (his leading foot) but I don't know if it really detracts here. I night have gone with a slightly looser composition.
The loss of detail in the leading arm kinda bugs me.
I agree with nathancarter about the desaturation. Doesn't work so well in this case
I like the idea you were going with but it almost feels like you were trying too hard for multiple effects instead of letting the character breath and showcasing the costume while still telling the story of the "tornado overdrive" powerup by layering some more subtle wisps I guess, like you would see in the game in the first few seconds of the tornadic swirl.
Less is more sometimes.
Of course this is a personal opinion and art is very subjective. On the plus side, I like the angle you shot this at which kept the background believable.