@Nimafu, thanks for the link. Kind of mist/fog seemed top be one key element there, should think about including something like that maybe 
@Acromancu, wov, thanks, that was pretty detailed feedback, it will take me a while before I can address to everything mentioned, but I try to get it done,
for now I mainly concentrated on trying different lights. Killed the front light to start with, then added lamps inside the lanterns (making the glowy part insensitive to lights so something comes out). As the lamps are intentionally bit inside their frames they won’t light the wall just next to themselves, but I think I got the general light setup bit more natural?
The new light setup tho leaded to the thing that the rains stopped looking how I wanted, so had to make it’s materials pretty much again, and while at it, decided to try to make the splashes on the street. I didn’t for now go for the particle system other ways than just spreading those splashes around the street. They are made with bitmapped cones. Now when I look them, I might have overdone them… maybe they are too visible, or too numerous…
For the other points:
The lighting seems a bit like blend…well got me there, I used fog effect to just get the alley darker from farther, still kept that. It’s not realistic but I kind of like how it brings the things in front more into the… spotlight 
The ground is supposed to be futuristic concrete/asphalt (“rockrete” as it’s called in WH40k universe, tho I don’t know how it should look like exactly). I toned down the reflectivity on it. It’s main idea is to make it look wet.
Fixed the drops so that now they all more or less end into the ground, lights tho enhance some on the middle.
The squares on the walls: I’ve attempted to make the illusion that the walls are built from those large blocks. I think the change in lights helped a bit, but might be I have to actually model them…
The cable on the wall (and in the background) I’ve aimed for the feel that they are not really supposed to be used like that, but rather for…maybe vehicles, or some other temporally things, but as normal electrics wont work, people have just dragged their power from those through windows. I tried to make them bit more solid, I think I have to give them more time too.
The poster: I left it kind on purpose in an angle where it’s not clearly visible as I didn’t spend much time to make it look good. For curiosity sake, added it here separately, if interested how it looked. In that I aimed for something that would have an low-budget old sovjet propaganda poster feel from afar 
The metal bars…I think I will make them bit thinner to make them not block the view. The randomness is intentional, Warhammer technology is… not always efficient or logical, rather a religion and things are there because there has been bars in the plans.
The walls indeed need more work, which I hope to get into in next few days. With the reflectivity I tried to get the look that the liquid is pouring down on the walls in some parts…I guess I have to tone the effect down and/or experiment with rust/dirt areas to see if I can make the difference of liquid/not liquid more visible.
All in all, thanks for the input, I hope to attend all the points in nearest future. 
P.S It took some time to send this, because the system refused to send this for containing forbidden words, not telling which it was. After quite a while found out that forbidden word was d.e.s.c.r.i.p.t.i.o.n … my english might be lacking, but I can’t figure out why that would be unacceptable 
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