The most difficult aspect of any composite is lighting and shadows. After that it may be perspective depending upon subject matter.
When working with farmed, or gleaned images, one needs to be aware of the lighting in the images and attempt to find either all images with the same relative light source placement or images which can be altered to match the same unified light source placement.
By placing a building with a clear hard shadow on the left, next to another building with a hard shadow on the right or the front.. it causes any "suspension of disbelief" to almost immediately be broken.
Cast shadows need to also match this same relative light source position. Placing a building which is clearly lit from the front, and giving it a cast shadow as if it were lit from the back, again, ruins any "belief" in the composite.
If the light source appears to be on the left, then cast shadows would be directional right. If the light source is from the font, cast shadows would be directional back. If the light source is more ambient in nature, i.e. not appearing to have any immediate position, then cast shadows may not be appropriate. In any event, if cast shadows are used they may all follow the same general direction but they wont all be the same size, darkness, and length. for example, cast shadows further away from the light source will vary in length/darkness compared to cast shadows closer to the light source.
Also, it is helpful to know that you don't have to be "real-world" literal all the time. Actually creating or altering things which would not actually occur in real life can, at times, help further the perception of unity among the various composite pieces. So, simply because all objects naturally cast a shadow in real life, that doesn't always mean you need to add cast shadows.
One of the immediate things I see in your last 4 images are completely incorrect cast shadows.. not even close to anything resembling real life shadows. They immediately convey "fake".
This is all merely a brief dissection related to one aspect of your images. The reality is, perspective, scale, lighting, shadows, color... could all use some help. But it would take a post surpassing the StackExchange 300,000 character limit in answers to detail everything.
If you are truly interested in improving compositing skills there are books on the subject:
In addition, a web search for "photoshop compositing" will turn up a number of tutorials.
I realize that tutorials for someone aware of the tools and features within Photoshop may not seem a valid or fruitful avenue to pursue. However, compositing has some basic, general guidelines to watch for. Even if you don't need any explanation regarding tools or features, I'd encourage you to view a few compositing tutorials merely to see what aspects of the various pieces are being edited or altered, etc.
Compositing - just like retouching, painting, etc - can be a specialized skill, and like anything, you have to at least be aware of what to look for to improve that skill. All I can really say about your posted samples is you don't really understand what you should be looking for when compositing.