>>7781825 (OP)
you need to understand the volumes and planes of the eye. look at photos, illustrations from others, and ideally 3D models. You need to understand which parts stick out, and which ones sink in (like the entire eye socket), and have learned how to shade volumes (cylinders and spheres specially), so you can apply that to the eye area instead of just winging it and "I think it's supposed to be darker below idk".
My approach to shading/blending involves first laying big patches of value, kinda like what you've done with a hard brush, then blending. Everyone has their own way of doing blending, but the way I do it is with a soft airbrush with pressure opacity, and just painting along the edge between the 2 colors and color-picking constantly. You need to be careful though, you don't want to smooth out the entire area into mud, just soften the transition.
It's also way easier (at least for me) to do this in grayscale, rather than trying to balance both brightness and good colors at the same time.