Pyke could look a bit more dead.
In game, Pyke's skin is a warm brown color, which is all fine and dandy if he's just a killer pirate - except he's supposed to be an undead pirate who was drowned. Very little in his visuals, not even the glowing eyes, translate very well into letting us believe he's undead, except for his W stealth, and that's a problem. Deaden his skin tone a bit. Pull out the warmth and put in some blues and grays. Tinge him like you did in the splash and sell us a Pyke who we can believe is a dead man, and not just some cranky pirate fighting a leviathan.
Edit: I wanted to make a note here - Illaoi utilizes many of the same characteristics they've used for Pyke, and she's not undead. She's got glowing eyes, she's got the spectral elements like the tentacles and spirit effects, just like Pyke. Pyke needs his skin tone altered so he LOOKS undead, so we don't just assume he's a living pirate version of Illaoi.