In order to remove the blue color in its snout, apply an Adjustment Layer > Selective Color, and set the settings as shown below. Also add a Levels Adjustment Layer and move the Shadows slider to 10, Midtones to 0.93, and White Output slider to 246.
Apply Drop Shadow and Color Overlay Layer Style with each setting as below. Now grab a Brush Tool, and draw a straight line on a new layer above the elephant just like in the image below. Then clip the layer to the Elephant layer below it.
As for the shadow, load the selection of the Elephant layer, create a new layer underneath it, and fill the selection with black. Press Ctrl+D to deselect, then go to > Filter > Blur > Gaussian Blur and set the Radius to around 15 px. Again, go to Filter > Blur, but this time choose Motion Blur. Set the Angle to 90 and Distance to 122 px. Finally, lower the Opacity of the shadow layer to 44%.
Repeat the process of the step 22 to create a rope, and bring it to our canvas. Now go to > Edit > Puppet Warp. This is a nice feature that can be very useful to twist and bend an object with ease. Click on the mesh to add pins at the points where we want the element to bend around.
In this case, we need to add 5 pins: at the very top, the middle, the very bottom of the Rope, and those in between them. These pins act like joints. Moving one pin moves the pixels around it in relation to the other. Once all the pins have been placed, grab the middle pin and drag it up. See the image below.
Next, place the Key image (File > Place), and add a Levels Adjustment Layer with setting as the 3rd image below. Load the selection (Ctrl+click) of the Rope layer and using a hard-edged brush, mask off the area of the Key layer that overlap with the Rope. Then apply a Drop Shadow Layer Style using the same settings as the Rope layer.
This time we're going to add the Deer into the scene. I believe everything was just said in the previous step, so please refer to step 25 and 26. As for the shadow, go to the Layers panel, recall the selection of the Deer layer (Ctrl+click on the layer's thumbnail). Fill this selection with black, and use Distort Transform to start pulling two upper corners just like the 2nd image below. Lower the Opacity to 44%, then go to Filter > Blur > Gaussian Blur and set the Radius to 16.8 px.
Continue adding various elements. Place the image of a Bird now (File > Place) and apply a Levels Adjustment Layer with the settings as below. Go to Layers Panel, right-click the Marionette layer and select Copy Layer Style. Still in the Layers Panel, right-click on the Bird layer and select Paste Layer Style. This should apply the same Marionette's Color Overlay effect to the Bird layer.
Place another Bird to our canvas, flip it horizontally, and then repeat the process to adjust the tone and the contrast. Also refer to the step 28 to create a shadow.
We should now bring the Otter into the scene. Use the Pen Tool to cut it out, and place it into our canvas. First, we need to eliminate the highlight on its left side using the technique we've used on the dress earlier. Duplicate and merge the Otter and the adjustment layer together, then hold down the Ctrl key and click on the layer's thumbnail to load a selection. Go to Select > Modify > Contract, and set the Amount to 6 px. Again, go to Select > Modify > Feather, set the Radius to 5 px, and hit Delete. Set the layer's Blending Mode to Multiply and erase the left part to let it look like it's lightened from the left.