Interesting. The heads shouldn't be final though, because it lacks personality and looks too bulky imo. They should have detailed faces.
This would be a better design (torso and head).
Disagree on that pic you put cosmo. That is basically a human body and head with some cosmetic changes and then silly legs stuck on it.
If your going to design a proper alien you need to think about the environment they would come from and how that would affect their physiology.
For example if Thargoids come from Ammonia worlds and have an amonia based chemistry you need to think how they would move, regulate body temperature, and what senses they are likely to have.
As an example Ammonia has a very narrow range compared to water with regard to going from solid to gas. it also requires less energy to change its state from solid to liquid etc. Its boiling point is -33C.
Low temperatures alos mean lower energy. So thargoids may be slow moving. Conversely they would use less energy when moving than a water based human.
Thargoids and other ammonia based creatures on their homeworld are more likely to be succeptable to temperature variation so would need means of regulating stable body temperature. They therefore need to have ways of releasing or retaining heat rapidly. This is likely to result in predators and prey developing heat based sight eg in the infra red range.
When i say heat i mean heat relative to their homeworld. For us humans it would be absolutely freezing. As such a human touching a thargoid would to the thargoid be like us pouring boiling water on our bodies.