The light is comming from right top :) 
So the hand that is more out of the robe is receving light from the right top

I'm of course refering this art from the picture I've found,here is the link https://vignette.wikia.nocookie.net/naruto/images/f/f2/Konan_full.png/revision/latest?cb=20171027173914&path-prefix=pl

More over about the hands, well I'm not good at some details but if you have some solutions about it,then please give me some hints/links anything that could help me improve this sprite :) 

Yup pre-zoom I don't really know how to use them to be honest, so I use google cut apps. 
I pretty much say to my self that it is my "Anatomy art improvement" compering to my last attempts :D 


 

It's strange, the light from the hair doesn't correspond from the rest of body, his face and body are receving light from front, but the hair seems receive from back, the hands have different details and you post pre-zoom? The site already have a tool for this.