|La Soledad, Oaxaca
In the case of the Cathedral facade, the warms and cools within the basic shadow shape play a big role in suggesting the changing planes of the sculpture. Shadows are often simpler, falling on flat planes, like the walls in the following scene:
In both images, though, the local color of the surface is painted first, as an overall wash. The shadows are applied on top of the sunlit area, not adjacent to it. There is no benefit to leaving the shadow area white, and then painting it in next to the sunlit part. It is more efficient and more convincing to put one layer on top of another than to try to match the edges of adjacent shapes.
Thinking in layers takes some planning and practice. Using the images you borrowed in class, or any photo or live scene that presents an interesting shadow pattern, start by blocking in the light first layer of the major shapes. Then apply the shadows. To be sure your shadows are an acceptable color and value, try them out on a patch of the local color made in advance on practice paper. Do not correct your shadows on the painting. Really. Don't fix them. Make another painting if you're not happy with the shadows. The skill you need to practice is not how to rescue the shadows, but how to get them right on the first try.