With scanners, sometimes you need a basic photo editing program to go back to the shades you had. Some information is always lost when traditional goes to digital format. My suggestion also for testing if your shades are strong enough in general however is see what it looks like in black and white. When I checked this myself, the only problem I actually had shading wise was with the skin.
If you wanted more tones however, I suggest using more than one color to achieve this. Like use a darker blue or purple to get a darker tone in the areas where it is blue.
Some color pencils I admit don't really mix too well. For basic or newer users I heavily recommend Prang or Prismacolor Scholar type color pencils. They are not too expensive and are pretty nice overall. Prang was what I use to do before moving on to Derwent and actual Prismacolors back in highschool.