I think this guy is looking pretty cool. There are a few things that I think I'd add. The bronze on the lower rim of the pauldrons is looking thin, like the blue base coat is showing through. I'd do another layer there, and much the same on the silver vents on the back.
I've already got more than 4 coats on there. And it's actually Gehenna's Gold aka a Red-Gold.
The silver vents are actually intentionally a bit dirty (they were painted in Ironbreaker, washed with Nuln Oil and then lighty overbrushed with Ironbreaker again to give them a dingy look).
The back of the legs could use some bronze to break up all the metal.
I disagree. In my mind at least the skeleton under the armor plates should be fairly plain.
The icicles are a neat idea, yeah they might break off but who cares. The part of the icicles which isn't working for is, "what are they attached to?"
If you ever flip a Knight upside down you'll see a lot of lipped surfaces on the carapace and pauldrons. That's what they're attached to.
Icicles are typically an extension of the snow and ice on a roof or power line. Really large icicles have masses of ice/snow to anchor them. Perfect example: Philadelphia Ice Castle
I think you need some snow on it's back and shoulders. There's snow under the knight and the knight has icicles. Where's the precipitation that melted and froze to become icicles? And maybe a little on the back but with big rings around the vents and smoke stacks to suggest the heat coming out.
I see where you're coming with this and it's something I'll consider but can't promise. Especially on the back as there isn't a lot of room to put things back there with said stacks and vents.
Edit: and on second look add some black or nuln oil dots in the shroud of the melta weapon. It would help add done depth.
I've been considering distressing it, but haven't 100% settled on what method I want to use exactly.