The red and blue are really good colours to make things stand out and I think the way you presented the phoenix is well crafted. But the background could have been a little more thought out. as yes we can see that it is cloudy and its blue. But apart from that the sky seems rather odd. I am not sure whether it is raining or not or that it is night or day.
If you chose it to rain you could have made the work more realistic as it would allow you to show the reason why the phoenix is a little dull as the rain would dampen its fire. To me it seems as though the right wing has lost its flame and looks a little cold as the right wing has blue/gray where it is not needed. I understand that it is used to create depth and size, but I think you may have used a bit too much grey/dark blue.
I like how you made the embers. Not invisible and not drawing your eye away from the focus. It rather builds on the fact that the phoenix is really made of fire. although the wing to embers could do with a bit more work as it looks a bit like you drew the embers over the feathers rather than flowing off them. perhaps making the feathers more warm and making the embers flake off rather than peel off and allowing the entire of the primary feathers a more orangy colour rather than red.
Other than these points I really like how you made the tail, rather than making it one large pile of feathers you split it to make it more attractive and easier on the eyes.
The lifelikeness of the phoenix is excellent and i congratulate you on the detail of the picture. although some work to the background and a little more warmth to the picture, it is a stunning piece of work,