Okay, here goes.
Firstly, your shading is very good, Alice's hair in particular blew me away. I can also say the same for the shades of colour used, lovely stuff, lovely skin tones. I love the technique used to shade the black in the picture too, it looks very natural. The composition is also great, the background draws focus to the characters very nicely and I'm thankful that it was not overcomplicated, as I'm sure you know, this can really prove detrimental to an otherwise fantastic image.
I do have a few gripes with the picture, however. The one that stands out to me the most is Marisa's face. It looks a little unnatural, I think mainly because the mouth is slightly too wide and her left eye just seems like it is placed a tiny bit too far towards the side of her face.
I also think the shading on her hand that is grasping the broom makes it look a bit flat compared to the rest of the picture, her hat bothers me as well, the sharp angles in what seems to be soft material makes me think it is draped over some sort of pole sticking out of her head.
Don't get me wrong, I think this is excellent (certainly better than I) and would love to see more, especially since this semi-realistic style is relatively scarce among Touhou fanart.
Keep it up! :3