Do I need concept artist's approval to use their concept in non-commercial work?

It only matters legally commercially- non-commercial derivative work is fully protected under (US) copyright law

And what if we arent talking of the US market and what if non commercially isnt really true in the specific context and what if his market is hurt and non commercially is not clear.

I dont really want to discuss this. Its what I would do, what I want to say is that the safe way is to have a permission.

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If the intended use is non-commercial, then it is likely (INAL …) to qualify as “fair use.”. However, you should always take pains to “give credit where credit is due.” If you were inspired by the work of another artist, name that artist. Give him or her a “shout out.”

If you are pursuing a commercial project, then these matters should be left to your attorney, and “you damned sure better have one.” Attorney’s fees are a deductible “cost of doing business.” Don’t leave home without an experienced attorney on any “commercial” venture. Ask them what to do, and do exactly what they say. They are “experts in the law,” and you are not.