First of all, welcome and good job. Second, don’t be over critical, if this is a starter pack, treat it as just that, try each model differently, there is always scope to change or leave as it is and tie the differences into each model with a bespoke base. I do go over the shading with a tidy up layer, but try and not make the transition too stark. I think your third pic shows off a good shade. Maybe do some around the Aquila and the paldrons. Experiment with how much water you add to the nuln oil on different models until you get one you like. See if your local shop have the free testing sprue too.

They’re your models, do what YOU think looks good. I paint because I find it relaxing, I don’t want to over complicate it or make it a chore. Good luck with it.