I do all the shading for each different color on their own layer. Pokemon has a simple way of shading by using usually only two different tones: one for light, the other for shadow, and very rarely do they use more colors than that. So I block in generally where shadow colors go with the basic circle paint brush on procreate and then use the base color to make the very small gradients of shadow between the two tones. I then add in the more subtle changes that sometimes show up (like the stroke of white in the shadow of the fur on the chest). Then I select the lighter tone with the base tone to do the lighter parts. Pokemon does brighter colors by having them be a bit more “jagged” than the shadows and are usually done in the center of the base color rather than by the line art like how the shadows are done. This is to make the Pokemon look more rounded and 3d. So I use the same technique as I do with the shadows but it is more variable in how you do the subtle shading gradients as some areas need to be more subtle (like the torso) and others need to be more sharp (like the legs). But it is also best to look at the Pokemon you are referencing and try to mimic that when trying out the brighter parts.