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Select all of the bird layers and hit Ctrl+G to make a group for them. Change the group's mode to Normal 100% and create a Curves adjustment layer to increase the hazy light on the birds. On this layer mask, use a soft black brush to reduce the effect on the birds near the moon.
Open the birds 2 image and cut them out using the Magic Wand Tool. I've chosen the following ones to add to the middle and right of the underground, creating a flow of the flying birds from left to right and upwards. Resize them to be a bit bigger than the birds 1 as they're nearer the foreground than the birds 1 ones.
Make a group for these birds and change the group's mode to Normal 100%. Create a Hue/Saturation adjustment layer and bring the Saturation values down to -55:
Make a Curves adjustment layer to darken the birds. On this layer mask, use a soft black brush to reduce the contrast on the ones below:
Create another Curves adjustment layer to increase the hazy light on the birds, making them intergrated better with the background.
Add a new layer and use a soft brush with the color #e4e4e4 to paint highlight on the wings of the bird on the right. I've used a layer mask to reduce the light a little.
Cut out the birds 3 from the original background and take different birds to add to the space above the ground. I've chosen the following one but feel free to take your own. Vary their size to make them in the different distances but towards the sun. Set two tiny ones near the sun's area.
Add a mask to the bird layer nearest the foreground and use a hard black brush to remove the head of this bird.
Create a group for these birds and add a Curves adjustment layer within this group. Increase the lightness so much and on this layer mask, reduce the effect on the birds nearer the sun, leaving it visible mostly on the biggest bird.
Make a new layer within this group and use a hard black brush to paint the missing tail for the big bird.so it looks more similar with the birds on the underground area.