Really interesting piece here - up until now I'd never seen a drawing on conjoined twins on dA so kudos for being willing to try something different.
One thing I really like about this piece is the way you've shaded the skin; the colors you've chosen for shadows and highlights are really nice and contrast well with the 'cool' background.
The hair braided together is also a nice touch, I didn't notice at first as it's quite subtly done but when I did I realized how much it added to this piece. It gives the impression of emotional closeness between the sisters as well as physical. However braids put a bit of strain on the hair and I think it might improve the piece if you drew a few lines showing where the hair is pulling.
There are a couple issues with anatomy: the right girl's shoulder and the left girl's chest and I'm not 100% sure where your light source is coming from. But my main criticism is the girls' faces: I know it's a different style but I prefer the other pictures in profile that are in your gallery, with more realistic proportions.
Lastly, I like how you've capture each girls' unique personality in their expression. It really makes this piece.
I've never hear of these characters but they seem really interesting. I like the angel you chose as you can see equal sides of both of them, also i don't know if you meant it but the braid seems to come together at the end which is a nice touch to the picture. I think the only only thing i'd work on is giving them more life. They seem kind of stiff and I can't get a sense of what their personalities are. Is one of them shy and the other out going or are they more alike? When drawing two characters much like this I think it's important to let their personality shine through. The drawing itself is really well done and I'd like to see more like it.