After having cut out the horse separately, I placed it in a new layer.
step 3 of 10
Same process for both the right and left wings.
step 4 of 10
Placed the background.
step 5 of 10
Then I worked on the shadows, exposure and hue/saturation, as well as on the right wing blending.
step 6 of 10
Added clouds.
step 7 of 10
Changed levels of the background.
step 8 of 10
Added lightning.
step 9 of 10
Instead of using photo filtre, I created a colour fill layer, applying overlay blending.
step 10 of 10
I merged all the layers in a new layer at the top and duplicated this layer. I equalized the copy, applied gaussina blur and overlay blending with 40% opacity.