Create another Curves adjustment layer to continue darkening the rock. The selected area shows where to paint on the layer mask.
Add another Curves adjustment layer to strengthen the shadow on the rocks. Paint on the some details of the contour so they won't become too dark.
Make a new layer, change the mode to Overlay 100% and fill with 50% gray:
Activate the Burn Tool (O) with Midtones Range, Exposure about 10-15% to paint more shadow for the small details of the rock. You can see how I did it with Normal mode and the result with Overlay mode:
Make a new layer on top of the layer and activate the water brushes. Change the foreground to #eaf4fa and select the brush numbered 752 to paint on the right of the sea's surface to make a part of the water line. Add a mask to this layer to erase the part on the middle of the sea.
Duplicate this layer several times and move them along the line of the water. Use the Move Tool and Ctrl+T to fill in the line and besides the rock with the different parts . Use a layer mask on each of these layers to make the results appear different.
Create a new layer on top of the layers and use a soft white brush to paint on the upper of the canvas. Change this layer mode to Soft Light 100% and use a layer mask to erase the both sides to make the light visible around the rock and the middle only.
Isolate the castle 1 image and place it above the top of the rock. Add a mask to this layer and use soft black brush to blend the bottom of the castle with the rock.
Make a Hue/Saturation adjustment layer to change the castle's color by adjusting the Master settings:
Create a Color Balance adjustment layer and alter the Midtones and Highlights values:
Use a Curves adjustment layer to darken the castle to match its lightness with the background.
Open the castle 2 image and take the top of the castle to add to the rock below the water. Use Ctrl+T to scale it down to be much smaller and duplicate it. Place them on top of the part on the left (from the viewer) and the middle of the bigger part one. Add a mask to each of these layers to blend the bottom of the towers with the existing rock.
Add a Color Fill layer above the each of these tower layers (set as Clipping Mask) and pick the color #033962. Lower the opacity of these layers to 30% and 40% to blend the tower with the water.
Make a group for these tower layers and change the group's mode to Normal 100%. Add a Curves adjustment layer within this group to darken the towers and use its layer mask to reduce the dark effect on some details to match their lightness with the background.
Open the castle 3 image and take the towers on the top to add them to the different positions on the rock below the water. Mask off them to blend them with the existing ground.
On the layer of the castle on the right, make a new layer, change the mode to Overlay 100% and fill with 50% gray. Activate the Dodge Tool with Midtones Range, Exposure about 15% to brighten the left of the castle to fit the light from above.