First of all I like the pics.
As for area's of improvement.
1 think the 2 legionairs are a bit to static . If you remove one it would be better, change in pose of one even a small rotation of one would make them see less static. maybe a differnt haircolor for one will make them feel less like twins
2 Gabriella's face should have some shadows on the side of her face turned away from the sun.
Love the dynamic of the nail hammered in BTW
3 The shadow on Tara's face don't really matchup with shadows overall.
Love how her body tenses.
4 Last image is perfect!! dynamic roman guard leaning against the cross works beautifull for the scene.
2 and 3 are mostly related to the mixing of pics from the series and 3D stuff I presume.
Very hard to get the shadows consistent with more then 1 character.
With one character you could have rotate the sun or the character to align the shadows in the 3D scene,
without disrupting the whole feel of the scene.
The thickness of the timber used is quite overwhelming, my preference would be leaner crosses which aren't as heavy as these.
making it much easier to raise the victim and beam on top of the notch.
Timber in that size should be used in defensive buildings, siege engines or making ships I would guess..
(feel free to disregard if your fantasy tells you to use this size of wood)
All in all very nice series... hope you will make more stuff like this.
Peace!!