"...the escape from gravity is the last and most difficult of all the disquisitions to be a modern angel, one has to deny all physics for at least a few seconds out of the mind..."
The process here is hard to specify, but overall "painting" fits as an essential part, the base is a mix of traditional 3d sculpting, photo-composite and painting.
Inspired by some modern Masters like Pascal Blanche https://www.artstation.com/artist/pascalblanche and Michael Parkes http://www.theworldofmichaelparkes.com/cm/Home.html and a tribute to some classical artists, this piece took me one whole week on-and-off!
The lighting and anatomy was a kind of experiment here, but think i have managed it to look believable. If one takes a while looking on it, its possible to think that its like a castle in the sky with open ceiling(like also the left lower corner is suggesting)