This one caught my attention :). I love paints! Since you asked for feedback, here's what I'd do:
1) Light from the front with a strong light. This would cast shadows on all the awkward spots (e.g. fingers), and make it easy to reason about darkening the edges of fingers / the tip of the tail / etc. You'd probably brighten up the thighs, which would then help you reason about where to put hard lines to make the character pop. Don't be afraid of near-black shadows if you need them ;).
2) Soft blend your hard contrast blobs -- e.g. tip of the ear / tail transition / hair highlights. You're ***so close*** to having wonderful shading here, it's just a few sweeps of a soft blending brush away on the inside, and a hard blender on the edges :)
Always nice to see people going for complex full colour :). Hope this helps in some way? Keep it up!