I believe that the main issue with the image is the flow, it has nothing to do with depth (and to be honest, every time you comment somebody's else work the lack of depth is what you always point out, even when it's not an issue at all, it makes me cringe).
Here, check this image:
The red lines represent how i perceive the flow, usually you want these red lines to focus on your focal point, which is not the case this time.
Meanwhile, the white area is your focal point: it's tight, suffocating, drowning in the enviroment.
That obviously isn't great, i did the same mistake in the past with dragon's crown's elf.
Compare it to the vintage-looking vertical avatar you made recently: it contains a woman with stuff around her, quite a few parts of the enviroment are aimed to the focal point and the render fills a big area of the image.
However, when looking at this image, the first thing you notice is the sphere/circles in front of the render, then you focus the render's face and from there on you'll check out the enviroment.
In a nutshell, in your previous work you're going to observe the render most of the time, while in this one you won't.
Which means there's a flaw with flow, not depth.
Next time, either reduce the canvas' size or the focal point's size.
For example, even just by cropping the image, the render will fill enough space to be relevant even if covered by another object and the negative impact of the image's flow are mitigated. Of course it would need improvements since it's only a crop.