I found out that one of the problems are indeed the materials. I fiddled around and I think that I may have found a solution. Light is very tricky to get right without losing shadows or obliterating the textures.
You are correct about the backgrounds still being crappy, but I still have my reservation about using photo backgrounds because, at least to me, it usually falls into some "uncanny valley" of sorts, with a photo real background and a not photo real character. I'm looking for the possibilities, like the things you said and using depth of field. This will be my next main focus.
But I think that I'm making progress, This image is a lot better than the ones in the game and didnt use any post-work.
View attachment 666740
So slow but surelly, I'm improving.
Thanks for your insight.