I really love her design, first of all. All of the elements work wonderfully together.
Now, I support your idea of making this into a comic with all my heart and I implore you to continue on with this story. What I would be ecstatic to see would be this whole story being made into an adventure game, with this whole theme and genre and pensive music; I really implore you to do it! I promise it would be good use of your time.
I can just see a cut scene with her finding something and a new level starts and we learn more about her environment.
If someone were willing to collaborate with you on making this into a game, that would be awesome. I really want to get to know her and get to see - even interact with, if we're lucky - her story. The concept is wonderful and looks amazing! I really want to see more of you and more of her. This has more potential than you might think.
Fantastic job here, but it could be even fantastic-er if made into a comic or game.