I'm no good with horse anatomy, so I'd just be commenting on Sammael/Lucifer.
The coloring of the skin and muscle definition is pretty awesome in both, well done. Sammael's tank top shading with the folds is very realistic.
Sammael: If you're going for the realism look, perhaps a bit more detail to the wings - with more attention to the
flight feathers + shading. There is something wrong with the right thumb - it's turned at an awkward angle, though I'm not quite sure how to fix it.
Lucifer: Probably more shading to his chin would take away his current 'double chin' appearance. His hair at the top could be shaped so the top of the head doesn't seem as flat. The right upper eyelid could be shading alittle softer. The hair...is cartoonish I agree, and doesn't match the detailed rest of the body, but I'm not sure how to fix that, either.