Time for some quick tips.
1. Firstly, you don't need a better camera, the one you have at the moment is more than sufficient - I would change the backing however; this can be done by getting a sheet of white paper and placing it behind the figures.
2. In terms of the axe-shafts, in order to mimic the appearance of leather, I would free-hand some diagonal lines, so it would look like there are straps of leather binding the axe-shaft.
3. Leave the eyes black - the point of the facemasks is to inspire fear and intimidation - that is lost when you look at the Dwarves and their baby-blues
4. Don't use Flash. Avoid it at all costs - adjust the brightness levels instead.
5. Your metallics lack definition. Give them a wash, and highlight with whatever you're using + Mithril Silver.
6. Shade the cloth - it's too one-dimensional. At the very least just combine whatever you used for the blue, and mix it with black, water it down, and apply. Then re-highlight using the base colour.
7. For blond hair, begin with a bestial brown basecoat, highlight with snakebite leather OR kommando khaki, and add bleached bone to the first highlight layer - your blond is a canary yellow, which is completely unnatural.
Hope that helps