Create again a new layer above the color layer. Fill this layer with 50% grey. Set this layer to overlay. Take dodge tool (O) and choose a very soft round brush. With the tool, paint some highlights behind the angel. Here is the layer set in normal blending at 100% opacity.
Given this amount of highlight, the result should be like this:
We will give more vivid light behind the angel. Create a new layer (Shift+Ctrl+N) above the previous highlight layer (step 16). Fill (Shift+F5) this layer with black. Set this layer to color dodge. Take a very soft round brush (B) set at about 5% opacity. With this brush, stoke white color on areas behind the angel.
Given this amount of color, the result should be like the one below:
Now we will give the angel some adjustment. Be active on the angel layer again. Go to layer > layer style > inner shadow.
Convert this layer style into a single layer by right-clicking on the name of this layer style in the layer panel. This will show the layer style command option box. Choose create layer. After choosing create layer, this will change the layer style into a single layer with a clipping mask above the angel layer named angel’s Inner Shadow. With a soft round brush (B) at 0% hardness set at low opacity of about 15%, mask areas around the angel as highlighted in red.
The inner shadow will soften the edges affected by it.
Then, create an adjustment layer with a clipping mask above the inner shadow. Go to layer > new adjustment layer > brightness/contrast.
More adjustment layer with a clipping mask: selective color. This will give a bit a blue tone on the angel’s cloth.
And another adjustment layer with a clipping mask: vibrance.
Create another new layer with a clipping mask above the vibrance layer. Take again brush tool (B). Choose a very soft round brush set to low opacity of 10%. On this new layer paint soft subtle white color to add some more highlight on the angel.
Select all the angel layers, hit Ctrl+G to group them into a folder. Name this folder, say, angel. Go to layer > layer mask > reveal all. Mask this angel folder on parts indicated in red highlight.
This masking will make the angel got blended better with its background.
To make the scene more dramatic, we will add some light rays leaking from behind the angel. To do this, create a new layer above the angel folder. Grab the pen tool (P). On this layer, create a path like the one below. Right-click on the path and choose make selection. Set radius at 5px.
Fill this selection with the gradient tool (G). Choose the linear gradient with the foreground set to transparent. Hold-click and drag the tool from the point outside the selection to the direction indicated by the orange arrow.
Given this amount of color, reduce the fill of this gradient to about 59%.
Duplicate (Ctrl+J) this gradient layer (Let’s name this layer, say, ray) three times. Position the duplicates where needed.
Give the duplicates layers mask and mask the rays that still overlap the angel.
Select all the ray layers and group (Ctrl+G) them in a folder. Name this folder, say, ray. Set this folder to overlay at 70% opacity. Finally, duplicate the ray folder. Set the duplicate to overlay blending with lower opacity of about 25%.