Hey Jim,
Usually when we do a color shift color over a black base, we include some 'overlaying' tails or flame licks. Then we just add some black shadows where they crossover the other flames.
This really gives some dimension to the overall job.
If you have already painted the flames without any crossovers, I wouldn't know what to tell you. Can't really do any shading since usually shadows are done in black. You could possibly use another color, Maybe a dark blue with a little bit of white? Haven't tried that though?!
You could always just add an outline/pinstripe possibly in a brighter blue that would REALLY bring out the flames!
