Based on the reference photos, the uniform of the subject is dark navy blue.
This makes it kinda challenging (for me) to "play" with the shadows since the uniform is a rather dark. Nonetheless it was a good exercise for me to better understand blue :) The uniform started out a little turquoise, this was brought towards blue the glazing with mixtures of Prussian Blue + Black. Black was reserved for the darkest of shadows.
The base is looking kinda sparse for a city under seige. Will be looking for suitable material to create the chaotic atmosphere.
Base : Prussian Blue + a tiny bit of Orche Yellow
Highlights: Base color + Orche Yellow / Fawn or a color with yellow bias
Shadows: Prussian Blue + Black, Black
Glazes: Prussian Blue