Assuming that you are still using the same head model as above, you will want to go ahead and "break" (split a single vertice into two - one for the nose and one for the face - don't move them though, leave them co-located) a few of the vertices at the bas of the nose. Right now 3DGS does not support smoothing groups or hard edges - by "breaking" the vertices along the bottom of the nose (where the nostrils will be) you will effectively create a hard edge - this will allow in game lighting to create an actual shadow there.

Once that is out of the way pop back into Photoshop and apply a lighter color near the tip of the nose and a couple darker lines along the sides. Then you want to blend it all together nice and smooth like to make it look realistic. You will want to work on a copy of the skin for that, since you will probably goof once or twice while you work on getting the right technique.