Step 3. - The fill light
As from definition the fill light shines from a side angle relative to key. To achieve this, open duplicate.psd file. The basic idea is to apply the fill light over the unchanged objects from duplicate file and then combine with the corresponding object from main .psd file. So, on "orange2" layer from duplicate.psd file do again
Filter->Render->Ligting effects. Remember that fill light will come from opposite of key light, but don't do it too simmetrical. Set the parameters as follows:
Intensity: 14; Focus: 47; Gloss: 0; Material: 69; Exposure: 0; Ambience: 8; Set the light position relative to the object (orange2), then repeat steps for orange1, making proper corrections for light position. You should have something like that:
Now just select layer "orange2", copy and paste over the "orange2" layer from main.psd file. Name this new layer "orange2_fill" set transparency at 40-45%, and with a soft brush eraser tool, just delete the area from layer that covers key light illumination zone. Repeat these steps for "orange1" object layer. Here is what you should have, the key + fill light illuminations combined:
Notice that separation shadows are smoother, and the detalies fron ex-shadowed zones are more visible.
Step 4. - The back (rim) light
The back light is obtained by placing a source of light behind the objects. Usual back light is a strong source of light, sometimes even stronger that the key light. Basically we'll add to the right edge of "orange2" object a thin stream of light, then emulate the light diffraction effect, and finally add a subtle touch of glow over the edge to enhance the realism of scene.
So make orange2 layer active, then Control-shift and click on layer thumb to select the big orange. Make a new layer (Layer->New->Layer or Shift+Ctrl+N) and name it "orange2_rim_front". Select foreground color to '#f9e7d7', bring the layer to front (Layer->Arrange->Bring to Front or Shitf+Ctrl+] ), then Free Transform or Ctrl-T and distort the layer on horizontal. Deselect if still selected, make active layer "orange2" again, then Control-shift and click on layer thumb to get object selected, then Select->Feather feather radius:6-7, make active "orange2_rim_front" layer and cut. Delete the unwanted left zones and you should have something like this:
Now duplicate this layer, name it "orange2_rim_back" and send it backwords ( Ctrl+[ ) under the "orange2" layer. Set the transparency level for "orange2_rim_front" layer to 60-70%. Then move "orange2_rim_back" under "orange2" layer until remains only a thin curved line. Set the transparency to 85-90%. And with a soft brush (color '#f9e7d7'), opacity: 15%, draw a thin glow around this line of light, like a halo reflection from behind. Repeat these steps for "orange1" layer.
Here is my result:
Now we could be pleased with our work until now, but to make scene a little bit spectacular we can add some fog, and see rays of light that illuminates the objects