My colour palette (see below, Army Painter Grey Spray Primer plus the paints shown - Citadel Base Corax White (which I think is a lovely grey), Citadel Contrast Skeletal Horde, Vallejo Game Bonewhite and Vallejo Game Dead White):
Corax White (see below, looking white, but a grey white to my eyes, perhaps it is the primer coming through - but as a base paint it is rally rich in pigment):
Skeletal Horde with the Bonewhite highlight (see below, I must confess to using it more as an all over wash than a selective paint so perhaps I am missing a trick here, still I like the end result):
Dead White ultra-highlight (see below, trying "not to do too much" with a dab, giving a fine-lining highlight effect - which I find the hardest part, just to put enough on and no more):
Thank is the bulk of the figure done, just a bit of work to do on the weapons and shields. The aim is to produce a suitably rusty grimy effect .. watch this space ;)
Update (3/10/2022): Swap out Vallejo Game Dead White for the less bright Vallejo Game Off White, the less intense colour works better for the highlight IMHO.