And I'm getting confused about what gets you confused!
The #1 problem is readability. I have no idea what these statues are, except there might be a face in the lower half of the foremost. Not even sure.
This is not specifically a shading issue, as far as I can see; you might have outline conflicts too, and bad workflow (premature detailing).
Outlines are often more of a hindrance than a help, esp inside outlines of small sprites. If there is indeed a face in the statue, its outlines conflict with shading, as is often the case. Cure does mix outlines and shading and masterfully disregards the potential problems, maybe this was misleading to you.
In a piece with no clear (black) outlines, 1-pixel lines may be used as shadows or highlights to mark grooves in stone, for instance. Some of cure's piece lines do that, others not obviously so. Again, this is advanced pixeling.
Here is a different example that might be easier for you to study. No outlines at all, only volume and shading.
Whatever you do, don't fill out space with random pixels (that's what the statues look like). Stay basic, like the tree, define everything. You'll detail and refine afterwards.
I'd do an edit, but not now, with only MSPaint on a laptop XD
If you're feeling more comfortable with pencil on paper, post drawings of these statues!