This step is normally done before adding the flats, but I did things a bit backwards this time, because I was focusing on the approach I would take in the colors.
Shadows are really the most fun for me because they're a good way to get the feel of the piece early, before colors and effects are added. Not to mention, it's very important to ensure your light source before laying down the shades, which we'll dive into later.
So anyways, I added another layer below the inks named "shadows". Next I began to lightly sketch the shades, taking into consideration the light source. The shade technique I'm using here is mostly used for human-style anime characters, but it also works for 'bots. Notice that some of the shadows have sharp edges — this is used to give the effect of erratic light coming from the blast source. I basically imagine what parts of the bots wouldn't see the light source and go from there. Reference explains it better, so take a look: