You are getting the right idea with the cone but I think if you can apply some of the logic from the sphere to both the cylinder and the cone they will read better. The cone is a curved surface, similar to that of the sphere, you have the right idea about the gradient changes on it but I feel like the transition would be more gradual, similar to you have the sphere. I think if you smudged the cone and added a bit more gradient between where the light and the shadow meet it would be looking really good.
I think the same logic could be applied to the cylinder, the transition between the light side and the shadow side is pretty abrupt when on a curved surface it should have a smoother transition.
So in short, blend out the colors with soft brush or smudge and decrease the sharpness on the transition between light and shadow, giving a bit more room for that gradient.
Hopefully that makes sense! let me know if it doesnt on discord.