Let me tell you from experience . . . yes the Anhurian is a beast for a first timer. :p Mine turned out with super bug eyes, and the eyes on this fellow do seem particularly obscured by the helm.
As for drybrushing, I think its a matter of just practice and patience. I'm certainly not an expert, or even one to give advice. All I know is that on a couple of figures I recently worked on, I was having similar experience as you, seemed like either too much or too little paint, but the last one out, I was starting to think there was no paint left on the brush and it wasn't doing anything, and then it just suddenly clicked. The paint started showing up, etc. Think its just a matter of sticking with it perhaps? A quick once over won't get it done, but sticking with it might? If that makes any sense.
Bottom line though, I think they look good, especially the rat and the werewolf. Pretty much nobody starts out awesome. And if they do, odds are they were already an artist and simply transitioned to minis. Keep at it and continue to improve. Looking forward to watching your progress!