I think the second one works on a sort of sunste lighting. But I would suggest to shade with a little bit of hue shift. Make the shadows a little bit colder and I think it will look great
I will consider a cooler color for the shading as the contrast between a warm and cool color would make the sprite more aesthetically pleasing, color theory wise. I'm not certain about the hue shift tho as it may ruin the overall 'retro' vibe I am aiming for
