Yeah, the shiny makes is difficult to judge. The wash was probably about right. Note wash CAN be applied in larger amounts, but it needs to be controlled so you get the effect you want - and it's important NOT to disturb it once it starts drying.
I see some evidence of highlights, but the varnish appears to have mostly eaten them. I'll second the recommendation of Testor's dullcoat, which gives a glorious matte coat. Though if you do go that route, remember that it will scratch the underlying layer - so best to toss a layer of 'normal' tough-as-nails glossy varnish on your paint job first for best results (you already have one of those!).
Paint thickness on the blue marines is... also annoying difficult to judge. Looking at the rightmost marine, I'd say it's fine if we look at his legs, but the detail on the eagle on his chest (and a bit his eyes) seems to have gotten filled in with paint. OTOH, he IS facing the camera so that might just be a trick of the light. Should be easy to tell for you though, especially once you put some wash on it
Ask not the Eldar a question, for they will give you three answers; all of which are true and horrifying to know.