Have you considered making the mechanical parts look more mechanical? You can try segment it, make it looks more polygonal, etc. The tail could use some improvement, for example. I'm actually interested in doing some edits, if you don't mind.
EDIT:
I edited the way the frontal fur interacts with the "bass" leg; to me the way you have it done looks unnatural. I also changed the shading to give the fur more volume below the face. The shape of the back legs are more defined, and the front leg has segmented look. The front legs were also closer together than the back legs, but I'd imagine the front is thicker than the back, i.e. they'd be further apart.
Some other ideas that popped in my mind is making the tail look more flexible, it doesn't look like it's capable of bending a lot; you can help by increasing the number of segments. The horns could use more detail as well, look online for animals with horns to get ideas on how to mess with them.
EDIT:
I edited the way the frontal fur interacts with the "bass" leg; to me the way you have it done looks unnatural. I also changed the shading to give the fur more volume below the face. The shape of the back legs are more defined, and the front leg has segmented look. The front legs were also closer together than the back legs, but I'd imagine the front is thicker than the back, i.e. they'd be further apart.
Some other ideas that popped in my mind is making the tail look more flexible, it doesn't look like it's capable of bending a lot; you can help by increasing the number of segments. The horns could use more detail as well, look online for animals with horns to get ideas on how to mess with them.