If you look at the FSA Giant Dodongo (
http://www.spriters-resource.com/other_systems/tlozfsadv/sheet/1020) you can also see the wall climb there. It's not the end of the world. And following from the perspective on the Gleeok head, it's natural that you would end with that look.
As it is though, you've one-uped Nintendo, because their Dodongos are flat in side perspective.
One issue I can see in your sprites are the back legs (all directions except down) because they don't move at all when he walks.
On the side views, the curvature of the visible legs seems very round, and I think they could stand to be a little sharper, and maybe even a little closer to the body. On the up and down views, downwards especially, the front legs look sharper anglewise than in the side view, and the back legs are pretty much underneath him, making it look like he's dragging his back end around with large, muscular forearms. This doesn't seem to match the side view, where all four legs appear to be roughly the same length.
So, I would say to make an attempt to find a happy medium between the leg lengths in the vertical views, and to make the leg joints sharper in side view.
It's very impressive so far, by the way. Good job.
