I really like this piece! It's got a nice, dark motif to it and it has its own, unique style that doesn't immediately remind me of anything in particular while still being pleasantly familiar. I'm a big fan of the lack of any discernable face besides the lit eyes. Definitely dehumanizes the character. The weapons look appropriately weighty and the armor has a nice, assymetrical-but-still-planned vibe.
If I were to give one bit of negative feedback, it'd be the lack of any discernable feature to show the character as "Undead" like the title. No bones/meat exposed to really drive that small fact home. Still, very well done, I'm sufficiently impressed.
I really like his aura. The brush strokes and the brightness to them are really well done! Looks like something that could be rendered into something really cool. But I'd keep the aura and the "sparks" like that. Really.