PS CC 2014 how to get better results from refine edge

In the attached image below you will see "Jesus on the cross" which I want to substitute a new background. On the left is a portion of the unselected image and on the right is the best result I can get via refine edge tool. I have tried all the usual methods such as channels, increasing contrats etc but this is the best I can get. The top thorns had the same problem but what you see now is an hour of manual selection. How do I get a better result - why is it that when the rfine edge brush is swept over such it often only produces transparent results?Image may be NSFW.
Clik here to view.