the lighting just brings up the relief.
The blue is actually blue plasticine (I never knew that there are people who don't use the word plasticine, but now there's two of you on here already. )
It's a type of  "clay" for children to use mainly.
I love it but it's very impractical, heavy and relatively expensive
so to get back to the point, I used four colours of plasticine in total.
The 'shading' is done by mixing in complementary colours, in three proportions, so as to produce the three tones.
so blue into the red, and purple into the white. (of course one tone is unadulterated colour.