Try multiply or overlay for shading to take into account the different colors your character has. Also, take notice of your own shadows. They're not always black. Play with different colored shading.
I'm going to use a friend's art for examples.
https://bwerecat.deviantart.com/art/Feeding-Instructions-727091684
For this once, can you tell what color the shading is? Pink (or purple), to match the background.
Meanwhile, this one: https://bwerecat.deviantart.com/art/Feeding-Instructions-727091684
Might have some brown or dark grey shading that's been overlayed or multiplied to match the colors underneath.
Another way some people shade is to *erase* the areas of the body that are being highlighted instead of shaded, although I'm not as on-par with that tactic as other types of shading.