Thanks, BAM and BFK.
BFK, nicely done with the oil painting! And yeah, definitely similar lighting to the bust... though I'd probably skip the magical blue glow on your painting. ;P
To answer your question, I started with just a rough sketch over the primer of both the primary lights and the OSL. In the areas where I knew the OSL would be the brightest (along the jaw/neck, under the brow, on the ear, etc), I didn't bother putting down the main shadows. I just went straight to the OSL color. In some of the intermediate areas (near his mouth and cheeks/side of face), I did sketch in the main shadows and then sketched the OSL on top of that. Though everything stayed rough at this stage. I did not go in to create smooth shadows in areas where I knew the OSL would be going on over the top.
As I started to refine and blend, I extended the primary shadows into the transition region between the OSL light and the shadow. But I did not go into the brightest OSL areas. With the most recent version of the piece, I did mix in some skin tone with the OSL color before applying it to the face. I mixed in a mid shadow version of the skin for where the OSL hits the darkest part of the face. Then, near the mouth and nose where we're coming out of the shadows, I mixed in a midtone of the skin instead. In both cases, I added more and more pure Ghost White to create the OSL highlights. So the base of the OSL was influenced by the skin color but not the highlights.