The thing to keep in mind with Turner is that his experimentation with materials was continuous, which means there’s no way of speaking in other than general terms when it come to his “technique”. Some of his paintings fit the drastic description Ruskin gave of them (can’t find it now, but will affix it later). Others were in remarkably good condition.
Heres a quote from Townshend regarding the shadows:
Shadows in the landscapes of finished paintings are always deeper and more transparent than in sketches. Throughout the nineteenth century, artists used transparent brown organic materials such as bitumen, asphaltum and van dyck brown for transparent shadows, appying these materials as glazes, combined with oil or resinous medium. Resinous medium used instead of oil gives an especially glossy, saturated appearance to the underlying oil paint because its refractive index is high. Wax added to these areas gives a matte, slightly milky appearance very appropriate to the green water in Van Tromp Returning After the Battle of Dogger Bank, for example which is colored optically for superposed glazes, quite localized in extent, and very thin, with crisp impasto on top for the foam. It is a very noticeable in Turner’s technique that the same pigments used for glazes which form water, reflections, wet shores, etc. The unfortunate consequence is, that these distinct areas grow more alike as the medium yellows and darkens with age. The glazes are more numerous and varied in opacity and pigment loading where they form reflections on the water.
Below is the Turner she references where, of course, you can see next to nothing. The painting is in the Getty. It happens that I took a couple detail shots of exactly what she’s referencing.