When you choose colours for highlights and shadows, try to avoid making them the same hue as the base colour, shift them towards a cooler or warmer hue (keep the shifting consistent within an image - if you shift one shadow towards warmer hues, shift all shadows towards warmer hues). If you keep the same hue or shift in random directions, you will get muddy-looking colours, and everything will look like it doesn't belong in the same image.
Thanks for the reply. I will try to improve my palette.