You've got some decent atmospheric perspective going on here. Real sense of depth. Some of your brushstrokes are a bit too noticeable when they shouldnt be, and really stick out, specifically in the shadows. I know your trying to do the core shadow thing, but just soften the brush up when you do that. Also, you might want to research your clouds. It's not that the clouds don't look real, it's that those sort of puffy cumulus clouds don't form over deserts. What your looking for are the wispy cirrus clouds, they're a great set piece to tie the "dryness" of an environment together.
Overall, pretty good, could use some tightening up obviously, but it feels like this is a rough piece thus far, so that will come with time.
Hey thanks for the feedback ;D I did this while watching Dylan Cole paint a similar matte painting (Gnomon Workshop DVD) but I didn't use the provided plate. I get what you mean about the shadows, and when I try this scene again (and I will shortly) I'll use a softer brush for them, or I'll try and practice some blending. As for the clouds they're technically supposed to be steam rising from the mountains, not so much actual clouds in the sky. That said I'll try with more cirrus looking clouds and see how it looks ;D
Steam billows out less and is thinner in general than what you have. It does form clouds, but they are fairly transparent,and they do form jets of steam, which is really their trademark. I honestly didn't see steam at all, even the ground level clouds feel more like dust storms than steam.