Sketchy works, it's a nice idea, but right now I think you need to refine your style more, lest it look unfinished and muddy overall. What I mean to say is the art you're drawing -looks- like it's supposed to be refined more, and more honed. If you want it to be sketchy and such, you shouldn't make it look like an attempt to be finished. Maybe be more loose with coloring instead of staying within the lines all the time, or adopt a more water-color esque panting style or whatever you'd like, but right at this moment to the casual observer the art looks unfinished, because it's not clear in its presentation.
For example, the first two you posted retained the sketchy-messiness but looked more defined, and with the shading style you used it looked clear in its presentation and it looked finished and complete. I can understand how working with a different medium (tablet) and with a different shading style can cause messier art until you get used to it, so keep working at it and refining your work.
I'm all for breaking conventions, and making ones own style, and I think yours just needs more work on your part, so you can decide exactly what you want it to look like. If you think it's perfect how it is now, I'll tell you what my mother told me back in the day. There's always some way to improve, and the minute an artist sees their work as perfect is the moment they stop getting better.
In fact, it looks like you're going towards a looser painting style, rather than vector-esque lines and segments. I'd suggest looking into different paintbrush techniques for color and shading, if not drawing as well, letting you be looser with your black lineart, but bring the definition and such out with traditional painting techniques.
I won't comment much on that since it sounds like you have your own idea and wouldn't really want too much criticism on style, so I won't dwell on it. (Also note that when I say "refining" I don't mean losing what you want your style to be, I mean focusing on it and making it complete)
critique on mechanical aspects of the work:
this one her eyes are too low on her head, her forehead looks ginormous and if you extended the skull line into the hair based on her eye position she'd have a massive skull. I can show you what I mean if you'd like. In looking at the others lots of hair seems to be your thing, however that one in particular just looks way out of line with the rest.
Careful with shading in the sections that look like they were supposed to be white, the blue background bleeds in. Make sure that if you painted on a white background to start, that the background at least behind the person remains white when you add a background to it.
If you would like, I could post a "how I do it" thread, and show you my method for creating pose and anatomy before filling in a picture, maybe as a starting point, or a technique you can apply to your own work?
I realize that this wall of text is a lot of criticism so I'm going to add in here that I don't think your art is terrible, and in fact I like how dynamic and colorful a lot of your pictures look. Your shading is simple but it works, and I think with time your art will mature and you definitely have the talent to get much better. I have just found with my experience that criticism is more useful than pure praise so I strive to help point out places that could use improvement, as we draw more to get better right?