I think a good way to do grisaille is to first do shadows using the red oxide/burnt uber/burnt sienna by itself with some turpentine/linseed oil dilution, and only then put in the lights selectively.
#Detailing/Grisaille
surreal ridge
I don't think that you lack detail, it will just naturally come as you develop the painting in the later layers and alsothrough glazing and such. What I think you could benefit from is making sure that your transitions between different values are smooth and consistent. I usually just use a softer dry brush and carefully scumble the lights and midtones together.
I also feel that if you do that, the detail that you already have will pop through much more noticably!
