I think you're off to a very good start on the piece. Now, I would now aim toward getting more of a "blend" or a "sweep" in the arpeggios and especially in the cadenzas, so that you no longer focus on each individual note, but rather on the shape and direction of the phrases. A good example would be the velocissimo passage just before the Un poco più mosso, which ends in one great sweep up the keyboard. (Don't be afraid to use a little pedal here; it's not a dry technical scale, but a great Romantic gesture.) And you can make a lot more of the dramatic pauses in the music, like the fermata in bar 21 or just before the key signature goes to four sharps.
If you get a chance, check out my own recording of the piece on this page. It is far from perfect but should give you the general idea. It's from a recital decades ago, and when I look at my old score of it right now, I see notations I wrote to myself like "swirl!" and arrows and squiggles. Obviously, I was no longer thinking about individual notes very much, except perhaps in the melody line to some degree. In your case, you already have the notes in your fingers, so you're ready to move to that next stage.
Topic: Liszt - Un Sospiro, concert etude