Thanks for the help!

When shading, don't just use darker versions of a colour, but use a slightly different hue (e.g. more warm/reddish or more cool/bluish). That makes things look less dull, gives you finer control over the mood you want to create with your work, and reflects reality - the lighting situation in the real world is rarely so simple as to allow for a shadow to be simply darker.

With objects like wax and skin, which have what's called "sub-surface scattering" (SSS), the shadows are likely to be significantly more saturated (more intensely-coloured, the opposite of dull) as well.