Ok, this is where those "Clumps" of masked hair will come in handy.

Once you've finished with the Gradient Tool and you're satisfied with the result so far, go back to the Flats Channel and select a piece of clumped hair.

Using the same color selection, take the Brush Tool , pick a soft round brush at about the appropriate diameter.

Change the Brush Mode to Multiply, Opacity to about 50%, be sure also to uncheck the "Shape Dynamics" option in the Brushes Tab.

Brush the edges of you clumped hair in the direction desired.

Keep going back and forth with each clump, repeating the process until you have all of your clumps shaded to your desired effect, like the one I've done with the image at the right .