The overall design and quality are really good, and I love the concept. My biggest gripe is how uniform the veil looks. I think if there where some tears in the veil, similar to Ivara's "cape", it would improve the overall appearance. The chosen texture for the veil also looks very tiled, so having some larger tears might help reduce this appearance or negate the need to use it.
Banshee's silhouette is asymmetrical, so I think putting in a few elements to reflect this design in the helmet would help improve the overall appearance and add visual interest.
The "grunge" detailing on the skin I feel is a bit too uniform. I would suggest picking one or two color regions for it to be more prevalent in, and either reducing the opacity or choosing a different texture for other regions.

All that being said, I think the overall design is fantastic and hope to see it in game.