Yep, ashy refers to grey. Physician's Formula has an eyeshadow quad called "Canyon Classics". It's matte, and contains one dark ash brown, two lighter browns, and an ivory shade. It's readily available and you can custom blend colors for different parts of your face. Makes for good practice makeup.
As for brushes, check out Lisa Eldridge and Gossmakeupartist on YouTube. They are both professionals and have a lot of advice regarding what brushes are useful for which techniques. Wayne Goss (Gossmakeupartist) also does makeup on himself, has several videos about contouring and highlighting, and is generally a great makeup resource.
Another YouTuber is Petrilude, who is both a makeup artist and drag performer. He has lots of tips regarding MtF makeup.
My personal brush recommendations from ELF are the $3 small angled brush, $3 "C" brush, $3 studio contour brush, $1 concealer brush, and $1 smudge brush. I also love my Real Techniques brushes (available at Ulta) and Eco Tools brushes. I've heard good things about Sigma and Bdellium brushes also. Hope this also helps and good luck!