For the woman, I'd bring the key even more camera-right and a bit higher. This way if she turns her head more to camera-right she'll have the right part of her face mostly in shadow (apart from the eye and the "triangle", and her cheeks will be less pronounced. Then I'd fill a bit from below/camera-left so that the other cheek has a fainter shadow. Would scrim/flag the neck so that it's not explicitly sculptured. I'd add a back/hair light on the left as well.
Why did you make the background right behind her so contrasty and leave the camera-right part of BG basically fall into the dark? This messes the frame up.
Would be much better to do it the other way around: wash the left part of BG deep blue and a tad brighter than the darkest shadows on her face. No need for those two lanterns behind her - they only distract. Leave the candle on the right and accentuate it with orangey light (2CTO correction or so). I'd use a Dedo light from above for it.
You can add a lantern to reflect in the mirror - maybe place it off-camera if possible. Or add a candle somewhere in the upper left corner if you like it, maybe then throw it out of focus.
Then you could use some light misty diffusion (ProMist, White Frost) to make those candles softly glow.
Your close up looks interesting. I'd move the chair a bit camera left and back so that the mirror is more frame-right. Would backlight the lantern which's reflecting in the mirror to make it clearly visible.
The man needs an eye light. That high position of your key is otherwise OK as long as you don't let the eye sockets fall into darkness. Warm backlight looks good here.