Your style is so unique, I love it! Nicely done, those eyes are especially lovely! And don't worry, finding a shading style was really hard for me too. I only just settled into one I'm happy with and I've been drawing digitally for around...6 years now? So you'll get there! Just experiment with as many different techniques as you like, there's no real wrong way to do it.
No criticism here but as a suggestion for something to try, if you like; one tip I have for shading would be to choose a slightly darker shade (for lowlights) or a slightly lighter shade (for highlights) in either a warmer or cooler color, depending on the atmosphere you'd like to convey. So for example, if I have a blue pony I might pick a slightly more purplish or greenish color to shade with. And for highlights, I'd use a very light green or yellow. Or if I had a yellow pony, I'd shade with orange and red. It all depends on the color of the pony, really. But generally it looks very nice to differ the colors in shading!