Maybe I can still throw something?
- Are the colors working overall?
Yeah, I really like the white-blue monochrome scheme you have for her. Even without any contrasting reds, that's the strength of this character and it works really good.
- Should I remove the warpaint or change color?
That blue warpaint itself is an awesome twist on the traditional Kislevite red warpaint. It looks kinda plastic-like right now, maybe some highlights are indeed in order?
- Should the jewels on her dress be painted in some other color to make them pop? Maybe just make them gold?
They are a bit dull right now, but I would still try to keep them in that monochromatic scheme and avoid warm colors. Maybe much lighter blue, with strong, strong highlights full of contrast?
- Should I alter the colors on her dress?
They seem plenty fine to me.
- to me the icicles seem a bit misplaced, should I do something different with the base?
They seem even more plenty fine to me.
- Should I remove the horn on the unicorn and make it a big warhorse instead?
The unicorn idea clashes with the warpaint in my opinion. I wouldn't certainly smother paint on a pure and glorious unicorn. But the warpaint idea is so cool, I would rather ditch the horn.