Snootus.

also, how the *honk* do you do the shading! So simple yet so effective. I am clearly doing some steps wrong.

Hee, thank! It's actually shockingly simple, i just use a Multiply layer for the shadows and a Colour Dodge for the highlights. The shadows additionally get a more saturated colour at the edges because it looks nice. :V

The main brush i use for shading is just a square brush with pressure sensitivity and lowered density for a pencil-like look, or occasionally one of the default paint brushes if i want a more painty look. Also, coloured light and shadow layers make for a more interesting look! In this particular case the shadow layer is obviously rather green (and mostly flat colour), while the light is a more neutral faint yellow.
It's a bit of a case by case basis, but the shadows tend to be coloured by the ambient light of the surroundings, while the light is (obviously) more directly in line with the light source, which in case of sunlight is gonna be close to white for much of the day. You can, of course, also choose to completely disregard this for effect. '<'

Looking at your art (nice works, by the way!), i can tell you have a strong sense of form, and i think the main ways our shading differs is that i tend to draw shadows darker, hue-shifted and with sharper borders (almost cel-shading :V). Highlights i basically mostly use to accent the form and show texture, you can actually get away with a shockingly small amount of them!

... This became ramblier than anticipated, hopefully not too much so lmao