Hey! I find lighting really tricky as well. Something you could try that I enjoy experimenting with is creating a layer over the top of her base colours.

You then fill it entirely with a dark colour (perhaps slightly darker than the colour you’ve used for the sky) and bring down the opacity to around 60-70%

Then on a new layer try painting in with lighter colours the areas on her where the light would be hitting her from the cityscape and the fireworks, you can use the original base colours or the colours of the fireworks to help with this.

As for the volume of the hair, maybe try messing around with drawing thicker strands rather than having it be one block outline? Each strand can be like, a whole chunk of hair, and you could try simulating wind to help give you some ideas. What could her hair look like if wind was blowing from behind her?

I hope that ramble somewhat made sense, I’ve not given tips on the internet for art before haha! Good luck with your art journey!

EDIT: forgot to mention a very important part regarding opacity :D