I'm more into the monster side of makeup than the beauty makeup, but this sort of straddles genres, so I'll give it a shot.
Thank you for posting good ref photos. As you say, you'll wany to use a red tone under the eyes, actually more of a bruise purple. I really like greasepaint for this, as it can be blended such that the edges are extremely soft, it doesn't take much. put a firmer line of dark purple at the base of the natural bag in your eye (the deepest part of your eye socket) then blend upwards such that the midpoint between the eyesocket and the eyelid is lightest. This accentuates the bags of your eyes and gives that deep sunken eye look.
Eyeshadow should be focused on the inside upper corners of the eyes blending down and away.
The sullen exsanguinated look of her face can be replicated using soft grays, blue-grays, and possibly even purples along the natural shadows of the face. All blended very lightly such that is just a hint of the color. This can be done with powdered makeup or greasepaint, blended with your finger.
Stippling (dotting) gray very lightly can give you that dirty, ashen look. Multiple similar neutral colors can help further to give you that shot complexion look, but you'll still want your natural skintone to come through.
If you want to have hollow cheeks, as can be seen in the first photo, you want to apply a dark grey in the center of the cheek, spreading out and following along the checkbone forming somewhat of an inverted triangle. However, in other photos, she seems roundfaced, so that is up to you.