In order to make the figure stand out better against the background, I opened up a new layer on the background and applied a fog effect. I did this simply by applying a Gaussian blur on the shapes that I created, using a flame texture brush (Fig.18 and Fig.19).
Dodging & More Texturing
To make the figure look more concordant with the environment's lighting, I re-painted it on Overlay mode with a big soft round brush. After this, I applied the second texture with the same texture brushes, and lastly I used the dodge tool to light up the parts of the image that I wanted to look lighter (Fig.20).
Colour Correction & Still More Texturing
At this stage, I did some colour correction on the figure in order to reach a tone that I was much happier with. I then enlarged Hellboy's right hand of doom. Lastly, I applied the final texture on his coat (Fig.21).
Highlights & Adjusting the Background
I applied highlights on the figure by using soft round (in general) and sharp hard round (where the light was too concentrated) brushes. I wanted the figure's head to "pop-out" more, so I reduced the amount of lighting on some of the parts in the background that were possibly distracting the viewer, and I applied more smoke behind the figure. I then added the details, like the tail and the badge (Fig.22).
Finally, I defined the figure's face with more light and, since it's a comic book character, I saw no problem with making the head a bit smaller to give the figure a bulkier look. I made little changes on the face with the liquify filter, and I applied a crosshatching filter on the whole picture, which gave it a more painterly look. I finished off by making some general colour corrections and playing with the brightness and contrast adjustments to complete the piece (Fig.23).