Re: How do you make these shadows?
You have received some great advice above...in this case I do believe that it merely is a drybrush technique where the paint is being pulled off on the dry brush and the stencil protects the dark underpaint giving the honeycomb shadow effect when the stencil is lifted. The key will be having the dark underpaint dry as noted by Dorrart and Maureen.
Good luck...it should work for you.
'Whether you think you can, or you think you can't--you're right "- HENRY FORD