Hello Casper,
Your last pictures are much better, but reveal also better the details of your paintings !!!
Are you using acrylics for your paintings, and no oil?
What are you using for you priming in white ? Enamel or acrylics?
Seemingly ore you three guards, you are almost dipping your characters in the painting, killing therefore all details of engraving,and the possibilities of lights and shadows for your xharacters?.
Paintrings should be made with diluted paints in wtare (if acrylics), I use very diluted paints, and a succession of layers to progressively colour the surfaces, and also aply lights ad paintings where needed to have a volume effect that a flat cannoit provide like a figurine.
Therefore also you must PAINT your lights and your shadows, and thus define before staring you colour painting from which direction is you light coming from (= zenithal, vertical, not the best), from the right, the left, from the spectateor, from 3/4 on the left or on the right?, from the bottom ??).
This light source will impose you to paint surfaces with highlights and zones with shadows, or casted shadows, unlike the painting of figurine tridimensional where light is naturally imposing them like on ourselves.
If wished, I'll send you the link to one or two excellent articles explaining the concept. and some links to step-by-step paintigs of a few people on this site.
Michel