Now, where to begin? This is a very interesting piece, daring even, but it's also rather flawed, which is strange to see considering that it appears you put a great deal of time into it. It's not bad, though, by any means.
I'll start with what I like about it. Now, in other critiques of your work I've put a huge amount of emphasis on two things: colour, and shadow. This is not without reason. Colour is by far the most important visual aspect of MLP and its fanart due to the vast importance it has in distinguishing characters. The show itself is aware of this: see how the only difference between Big Mac and a rule63'd Applejack is an orange coat of paint in the recent Trixie episode. Shadow, of course, is a very important tool in any and all visual artwork, and it has an incredible effect when it comes to human perception. In both of these aspects, you've done perfectly. You took a lot of risks making this and that's something I greatly appreciate. You far deviated from Lyra's in-show colour scheme in favor of a more saturated colour; this was a bit of a bold move but it more than pays off. It really helps bring out her form and the contrast between her and the background, and the golden colour of her cutie mark is probably the most beautiful shade of gold I've ever seen. The shadowing is also very well done. It's clear and strong, especially near her head, which gives the piece a very dramatic tone that it could have never gotten otherwise.
I'd also like to praise your work on her facial expression. This is another great contributor to the mood, and seeing as humans love their faces it's not surprise that it is. There's a very precise emotion shown. She's quite surprised and shocked, but there's the most subtle tint of fear that really sells it and makes it look real. Her small, almost invisible mouth and her wide-open eyes perfectly portray the emotion she's feeling.
Now that I'm done gushing, it's time to get down to the heart of the criticism: the flaws.
First I'll make a comment on her mane. I'm not quite sure how to feel about it. I'm just not quite sure what it's so messy for, because there doesn't seem to be any order to the chaos. It isn't the random strand and moderate disarray of bedhead nor is it like the bristled hair of a frightened or hungry wolf; it's just all over the place and doesn't really seem to have anything going for it. Furthermore, I have a thing or two to say about the anatomy, though it's mostly just personal preference. I'm a stickler for proper pony anatomy and I lament the proper poneness of the first season fading away beyond Lauren Faust's influence. Her legs bother me; the right hind leg is too human, and her forelegs bent like they are look positively painful. I fully understand why you made it so, however, so it's less of a concern.
A couple of other nitpicks I'd like to make is some colour distortion on her flank. There's an ugly green patch on the upper left of her cutie mark which looks out of place and sloppy. Furthermore, the shape of her irises are deformed. They look more like potatoes than their proper elliptic form.
The closest thing this picture has to a major issue has to do with the background, specifically that it seems inside-out. There's a radial gradient there from black to dark blue, but instead of going inwards towards Lyra to highlight her, instead it's going away. I like the effect of depth that it makes, but unfortunately it detracts from the painting as a whole. It takes attention away from the subject of the painting, which is almost never a good thing. The pit around Lyra is also a bit deformed. It isn't quite elliptical, but it also doesn't quite fit Lyra's form which would be the other obvious choice; it just seems poorly formed.
Over all, I'll give it an 8/10. Despite the flaws, it's a wonderful, wonderful piece and it's probably the best work of yours I've seen. On a side note, I appreciate you fulfilling my request ("I'm gonna need a picture of mai waifu" in case you've forgotten) despite my disappearance. Great job, man, this is phenomenal work and I'm thoroughly impressed with how well you've done.