ShinaRyun, Lilith is actually an imperial inquisitor who went rouge with the Eldar. So she is human. Though in the gaunts ghosts and Ravenor novels I never pictured her to be so hot... Well done Michael, I'll be masturbating for weeks.
Two different characters. One is a Dark Eldar Wych Supreme with well over 11k years of combat experience and another is a rogue inquisitor from Gaunts Ghosts novel series. Judging by the looks of it, on the picture is the first one, Lelith Hesperax.
Hmmm...while I love the concept of humanity uniting temporarily with one xenos race against another, I think that you might have missed a few things here. The shoulder armor on the Space Wolf could use more ornamentation, though the sight of claw marks across it are a welcome sight after seeing Marines with pristine paint jobs. But claw marks across paint would break up the grey. On Lilith (Lelith?)...she looks too...human, I think. And yes, I see the pointed ears, but the Dark Eldar (which is what I'm assuming she is, but I could be wrong) are more than that. Her limbs are smooth, almost tubular...she looks like an evil supermodel. More defined muscles and a more angular face might lend her a more antagonistic appearance.
Take this with a grain of salt; I am by no means an artist, while you clearly are. I AM a 40K fan, however; these are just my opinions.