That looks great! It's got a really interesting structure and an appealing colour scheme. The laser beam looks awesome too! The only suggestions I'd make are making the weapon's trigger clearer (from the latest screenshots it looks like it's missing?) and making differences in materials clearer, at the moment it looks like it's all plastic (though this may be what you're going for).
really cool finish, the background colour is too similar in value to the guns dark blue in my opinion, a different background could make it pop off the page more
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Some basic colors in Marmoset 3.
Started texturing
https://www.artstation.com/artwork/4dK6Y