Hmm, I see! I guess it really wouldn't work in that order - unless you coloured the outlines first, then combined it into one layer and then started adding the colours underneath that layer? But that's probably too much trouble.

I used to do shadows on a separate layer too until I found out that in Corel Painter it works out better to paint them directly onto the colours layer. I guess it'd be different in Photoshop, though.