Finally, create a new layer called 'Shadows' and set its layer mode to Colour Burn with its opacity set to 80%. Selecting a dark brown (i've chosen the dark hair colour) and using a medium soft-edge brush tool, paint in shadow detail.

(top left)
Shadow layer seen on its own.
(top right)
All skin and hair layers shown without the main drawing underneath.
(left)
Final image with all layers combined.

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That's it! I have tried to keep it simple but the process can be taken further it required.

>View larger final version<