Thank you everyone for your answers!
For the moonlight background, I'll do how you said and how I imagined, so I'll get something big and put it full flood far away. Yeah I don't want to lit the background too much, but just slightly more than the Dark screenshot.
As for the recreating the light of the Bill Henson photo, I kept looking and imagined using one ARRI Fresnel 300 for the yellowish cast and one daylight HMI (like the ARRI D5) for the soft blueish light (or maybe another tungsten with CTB depending on budget).
In all the takes, I'll use the blueish light as a key and the yellow tungsten as a backlight.
Do you think this is enough?
All the best,