Nice blend! I would've liked to seen the shadows on the other side to match the background lighting. It would be cool to see some of those colored lights glaring off some of the body parts as well. Good luck!

With so many light sources in the photo I was not sure which way to make the shadows go.

Not bad, but when you use the same image & flip it, you're dealing with opposite light sources.

one way to make this better, my opinion, is a lighting effect...filter/render/lighting effects..once there, at the top where it says"style", select RGB lights and adjust each color light to your liking.

Thanks for the suggestions! I made a slight modification by adding my own light source.

RickLeMesa has a good suggestion about the lighting effect filter. You might also try a photo filter on the elephants or a hue/saturation adjustment to try and bring their color more in match with the surrounding light, Maybe give them a purple hue too match the color of that what looks like a spot light. Cool picture and idea.

LOL, reminds me of the Dance Hall in the movie Beaches when the Bette Midler Character says "It looks a Flamingo threw up in here!" good luck!