I like it! The idea is good and the backgrounds are very well done.
But I think the right side of the picture is a little bit too dark, making the flare – not the soldier – the main focus of the drawing. Also, the soldier's bent left arm doesn't seem completely right (proportionally).
In my opinion, red colour doesn't exactly portray loneliness… a colder colour might, or you could zoom out a bit to show the soldier kneeling on a vast, empty snow plain.
Of course, don't change anything now – I actually prefer it like this, but red is a warm, comforting colour which isn't good for expressing cold, emptiness, loneliness; if that's what you intended (it'd be similar if you drew him sitting next to a campfire).
P.S.: No need to upload "a proof" that you drew it (unless somebody actually expresses doubts) and the drawing process could be included in your description here – usually, you want to upload only finished works as separate art submissions.
On your art page, it's going to look more impressive if you have four good, finished works rather than four works and ten throwaway sketches/photos.
