uaah, that dragon looks nice!! I wish I could draw dragons... or backgrounds... stupid high detailed stuff I'm not good at...
I made a quick instruction based on the akai akemi drawing, hope u don't mind i used it ^^'
One of the first things to mention is that you used three light sources in your drawing:
1. light coming from the right
2. light coming from the left
3. the sunset: light coming from behind.
If you want to do the shading right it's best to start with one direction the light would come from.
For the quick shading I used lightsource three, because I love to keep it natural.
first i picked a point where the light would come from (see here), then did basic shades: only part of their bodies is hit by the sunlight, so I only left the edges unshaded.
As last step I added extra shades to make it look more natural. This is a hard step to describe because this mostly goes with what you think looks right. just keep in mind that you still have to use the lightsource you picked. The direction the light comes from hasn't changed.
(I haven't shaded akai much because the shading you did there was good. Also, for Akemi's ear you could add another layer to get what i did with Akai's ear (you don't have to). Same goes for her hair, add more shading if you think you need to(but don't try to overdo it))
If you have more questions on shading, I'd love to help you
