First of all, I really like the shading on the skin tone, the arms and face look really beautiful because the colours work and the light shades aren't too overbearing to create a shadow or texture. However, the actual shading on the full skin doesn't really pop for me in the sense that there isn't a lot of dimension. As an idea for dimension you can put more shading on the grey and draw that out, or under the belt to show a 3D aspect. Remember shading always comes with highlights.
An example of this can be seen here, it isn't the best but I think this really shows the shading difference.
View attachment 71781
At the same time, everyone does skins differently and I really like your style as is. I'm just trying to nitpick because I know sometimes that can help and I hope this time it did at least a little.