Do you have reference pictures?
Have you tried applying the eyeshadows you currently have wet? If you wet an eyeshadow brush and take a little bit of the eyeshadow, it should apply a bit darker than what it looks like when dry.
Also, are you using an eyeshadow base on your eyelids?
Check out my Cosplay Blog: TheCosplayCorner.com !
FREE Cosplay tutorials and general Cosplay discussion!