As for the all over lightsource, I think a football stadium is a good example case; there's often hard light coming from 4 directions, and the interesting thing is, the players are not shadowless, but instead have 4 faint shadows; even in thoroughly lit places there's more light and then there's less light. @_@
So, ahh for the lower part of the robes, I'd just focus on shading in some folds and adding heavy blue highlights as appropriate, weaker the further up it goes.
For the torso and the hands, I'd mostly focus on the purple background light, sharpen the light at a few points around the edges of the torso and add corresponding faint highlights, just thin faint highlight lines around the edges.
Oh yes, and as I said, the eye could act as a little something of an lightsource, have it add some little highlights around the eye socket.
The hair, ah. Well, I'm not quite sure what I'd do with it. I think it needs to be spread out more, in sparse locks and strands, not like an electrocuted peroxide-blonde. It needs to let through some light, but eh, I'm kinda clueless here, hair isn't my specialty either. xP
I'd venture a guess and say that the mistake is that there's too much detail for it to look acceptably cartoonish, and too little detail for it to match realism. Say, Baldur's gate portrait hairs; they're mostly drawn as slightly variated solid colors, with a number of locks in strategic palces detailed in for, uh, detail. And then a few carefully picked singular strands added for a hint of realism.
Ahem, tell you what, look up some photos of real hair; you'll notice that only the curliest hair appears that detailed at this kinda distance. o_o
Oh, and one thing; SHADE, SHADE & SHADE. Highlights are created by shadows; you need not go to bright shiny white to create a glaring highlight if you instead shade whatever areas are not highlighted; if none of the aforementioned colored lightsources hit a specific part of the lich here, SHADE it, otherwise you'll imply an additional boring colorless lightsource.
Oh, and another thing, back it up before you try any of this.
