Head, short sword: Papo rhino warrior figure
Forehead armor: from foot armor of HALO figure
Eye/ear piece: Marauder
Body, pistol: HALO figure
Pistol holster: Heat shrink
Shoulder gun: some Gundam part
Large firearm: ???
Middle toes: Sculpted with Green Stuff

The being known as Rocky comes from a race of beasts whose sole purpose is doing battle with each other and others.

Somehow, Captain has convinced Rocky to travel as part of the crew. He does nothing while in transit but once on the ground Rocky is sent out to do battle with any being unfortunate enough to stand in his way.
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I bought the HALO figure on super clearance and had no idea what to do with it, then thought of Battle Beasts. Then it all came together.