I would choose 5 as well. The background light source also has more clear directionality by first illuminating the character and then the wisps on the phoenix’s. With the other opinions, the light source appears more diffuse and would probably not create such sharp shadows on the character.

But I do enjoy palette of the more saturated renderings of the phoenix, especially 2. Maybe take some of that vibrancy from the lighter portions of the phoenix’s wings in option 2 and apply it to option 5? Then you won’t have to articulate a competing light source on the character, though some thin rim lighting might look good anyway.