Regarding Lilith: such a strong start on her!!! Skin looks amazing! Make sure that when you highlight and shade her skin, be very subtle. Women don't have the deep shadows that men have. So minimize her skin shadows but I think you can get away with some large highlights on her face but you must blend it up very nice and gradual.
For her robes, you should try to use the sheer effect on parts of it. Meaning the skin shows through. All you need to do to accomplish this is mix the skin tone paint with the color of the robe, 50:50. On the edges just put down one or two layers, in the center of the shape put down several layers. Understand? Try it, you'll be amazed at how effective it is.
As far as the colors for the robe, I am digging your plan. If I were you, I'd use very saturated colors. So instead of adding white to your blue, pick a lighter blue or a baby blue and highlight with this. It will make your colors very vivid and powerful. Look at AndyG's WIP for a good example of using blues to good effect.