Hey thanks for the input, I see what you're talking about and I'll try to put some of your notes to use

It's a bit tricky to see where the light and shadow are on this guy, on account of the camo pattern, which makes him look pretty flat. The parts that are most obviously shaded are the bits of arm poking out between the sleeves and gloves, which implies the light is coming from both the right and the left?

IMO, the root cause of this confusion is that the color palette is very light on contrast, most obviously on the vest. You've also got a bunch of colors (the purple and the red) only used for minor details. This means that the places where you do get close to black, like the belt and the shoelaces, stand out moreso than the actual form or shape of the body, and that the places where you tried to shade (the leg to our right) just blend in with the camo pattern. I would cut back on the number of colors and try to thicken up the outlines.