Here's how I'd do the schemes, with each stage in order.
Red Corsair:
Base - Mephiston Red
Shade - Agrax Earthshade
Brigten up parts painted Mephiston Red with the same colour, avoiding where the shade has settled
Drybrush - Kindleflame
Base soft joints and trim Abaddon Black and gold decor Balthasar Gold
Shade gold parts Agrax Earthshade
Layer gold parts with Ghenna's Gold
Death Shadow:
Base - Incubi Darkness
Shade - Nuln oil
Brighten up Incubi Darkness in the same manner as with the Red Corsair
Drybrush - Stormfang
Base Robes/soft joints Abaddon Black
Drybrush - Dawnstone
Dragon Warrior:
Base - Jokaero Orange
Shade - Agrax Earthshade
Brighten up Jokaero Orange
Drybrush - Hexos Palesun
Base soft joints Abaddon Black
Doing it in those orders means you have less cleaning up to do after the drybrush stage
Also a neat little trick for doing eyes; paint a small amount of White Scar in the centre of each eye, then fill it in with some glaze to produce a glowing eye much faster! I'd recommend Waystone Green for the Red Corsair, Bloodletter for the Death Shadow, and Lamenters Yellow/Waywatcher Green for the Dragon Warrior
Hope this helps you out
G.A
P.S. I like the Death Shadow most