Since this was posted in the photo critique, I will give you some feedback.
1) Your Loki portrait has an overall epic look to it. The composition is very strong, with Loki's head being far above the crowd, but the perspective is off. He seems not much closer to the camera, but seems like twice the height of everyone else. He should be about the same size as most other men.
The side lighting hitting Loki from both sides is much different than the side lighting coming from the right only, on the crowd. It's not impossible for this to occur, but not likely when he is standing relatively close to the crowd. The shadow Loki casts on the ground to the his left is going diagonally behind him, when the light hitting him seems to be coming from 90 degrees to his side, so the shadow should be flowing horizontally, similar to the crowds shadows on the ground. Since he is also being lit from the left, there should also be a shadow on the ground flowing to his right side, horizontally. Making the shadows match the direction of the lighting on the people and the scenery will help make it look more natural and believable.
The background is mostly gorgeous, but some of the soldiers near the front have a strange grey tone on them.
If you adjust these suggestions, I think you will have a top-notch cosplay portrait.
2) Your pirate zombie photo has a wonderful apocalyptic look to the scenery. I like the leaning rocket decor with the delapidated Red Robin restaurant, the broken car, and billboard. The sun beams finish it with some dirt-stirred atmosphere, clouding the people nicely, but the woman in the red top has too much black level on her left leg. I know dirt can be in some areas and not in others, but it seems her leg should be fogged a bit like the rest of her and the others. The shadows on the ground would benefit be being finessed to match the lighting on them, and to make them match how shadows would fall in that situation. Make sure no ground shadows from them are in front of their shoes, other than directly below their shoes. Make the ground shadows that are close to them darker and harder edged, and let them fade and get softer edged as they get farther from them. Also, the sun is hitting the scenery from the right side, but the people are being lit from the left and right side.
3) The Game of Thrones portrait is nicely lit this time. The lighting on the people closely match the lighting on the throne, although the people would match even better if you darker them overall, creating more edgy shadows and less blown out highlights. The female has especially nice lighting on her face. Their costumes have good lighting with a good balance of highlights and shadows which bring out the lovely texture of the materials.
4) The Winter Soldier portrait has an awesome background with the Helicarrier with a jet and debris flying, and the detailed water dripping. You did an overall great job cutting out the cosplayer, especially around her hair, which I know can be very challenging, but there are some light areas on the edge of her pants that make it look like she was pasted there.
The background has an overall blueish-green tinge, that does not match well with her warm, brownish read tinge. Try to balance this tinge and the person will seem more immersed into the location. Again, the lighting on the scenery and the person are different. The location is lit from the left, and the cosplayer is lit from both sides. Also, the Winter Soldier has one mechanical arm, and it happens to be her left arm, but here, it appears as her right arm.
I am impressed with your ambition to do the more time-consuming composite editing that you do. It can make it far more interesting than limiting the background to a paper studio background, or the limited locations are a convention venue. It is relatively rare that cosplay photographers go the extra effort to edit epic backgrounds as you do. I look forward to seeing your other works and those you create in the future. Thanks for sharing them here!
P.S. I also do edits of backgrounds in my cosplay photography. Feel free to check out what I have done in my cosplay.com gallery.