The basic idea for this is both the more generic copper-silver-gold scheme and a much more subtle Mars-Moon-Sun theme. I've since made it much less obvious, but essentially, the first prevo's blue markings and antennae are subtly arrow-themed (the male sign containing an arrow is Mars's sign). Originally, there was supposed to be a female with a Venus theme, but I didn't have time to get that in order! The Moon is mostly only evident in the hunched body of the NFE and the slightly moon-reminiscent face-marking.
I touched on abilities earlier, but to be more thorough... The LC is covered in thick fur, and as you might imagine, thick fur sheds a lot and many people are allergic to fur of various animals. Shield Dust kind of draws off that idea, that lots of dust and shed fur gets caught up in the mane, usable in battle with a good shake. Keen Eye isn't immediately obvious, but it makes sense as its eyes are pretty wide and attentive.
Compoundeyes is occasionally given to Pokemon lacking actual compound eyes (Yanma and Nincada for example), so I made the NFE leer focusedly to try to show its ability and volatile nature a bit better. Speaking of which, the temperament of the line changes as well. Relatively cheery fluffy bug into easily angered wasp into a calmed enlightened moth- pretty obvious by expression, I think!
Full evolution line: http://i.imgur.com/ow6Gg.png
Quickie first-prevo animation: http://i.imgur.com/ldDTL.gif
My critiques on your art will be honest! I'm not mean about it- or at least I don't think I am- but I won't lie to you. As a result, I'll always hide-tag my critiques (don't be nervous because it's hidden!). My praise, however, is also honest, and I'll never give one without the other.