Nice work Kat! Here are my thoughts, some of which may be the same as Spikey’s.
Davy Jones
This is an interesting one because he has green skin! It’s also very slimey, while the model I gave you is pretty matte. You could try increasing the clearcoat if you want to get that effect, but when it comes to lighting it is making a difference because you can tell from the highlights that the light is actually quite white and not that saturated. Not a big deal as you did great and got the same vibe by coloring the lights, but just to point that out as the effect will make a big difference. The hat is also making a big difference by casting a big shadow. I think you nailed it with what you had to work with. The texture certainly makes him look grimey!
Atomic Blonde
Working with color really is fun! The one big difference I see is on the left side under the cheekbone. In the reference it’s darkened to emphasize the cheekbone while in the render it’s lit too much from the bottom. The result is that it looks more washed out and shapeless. It also looks like the shadows are turned off for one or more lights, which is a good trick sometimes but here it’s chasing away what should be occlusion in the nose and between the lips.
Marilyn
This one appears to be lit from the front (slightly off center to the right – notice the nose) with a very soft light, like Spikey mentioned. This gives it a sort of magazine cover look while the render looks almost evil.
Overall, awesome job! Keep up the good work 🙂