DerekAnnan, thank you!
I'm polypainting all the model, and I will try to get the best render I can within Zbrush; the recent works made by Pstchoart motivated me to study more the Zbrush renderer, and I'm surprised by the quality the can be achieved even without Photoshop compositing.
Monstermaker, thanks! At the moment I'm just "overwriting" all those Zbrush default shaders that I never use, taking care not to overwrite the shaders I'm using!
When I will have finished this model, I'll write down my wish list for the shader editor... a "create new shader" button would be a nice start!
Sculptntoo, I hope to finish the whole piece in a few days as I have some time now; here's another wip render, finished painting the skin.