Quote: "You mentioned the walls didn't fit the scene, so I was wondering whether you wanted me to tone down the colour. "
The curtain doesn't look seamless - each segment has big lines down each side. Some of the actual seams of the curtain look too blocky as well (top left). If I were you, I'd tone their colour down massively to a kind of greyish, murky green (similar to the colour of the shadows in that scene) and then mess them up further - perhaps add dark brown marks for dried blood etc.
I just want to say that I really like the lighting in the last screen. It's a good improvement over the others. I like the subtle, angled shadows on the walls. The highest light has no source by the way.
Just be careful - Don't rely on shadows alone to create a nice scene. While they can be very important, they need to go hand in hand with the lighting. For example, the screen with the cage - while it casts a nice shadow, the lighting itself isn't so special. Use the shadows to compliment your lighting, but don't rely on them soley.
Personally, I'd tone your blue lights down a tad and make them a bit greyer, but that's just me.