It's possible to do shading with an engraving, you just use less pressure on light areas and go deeper on darker spots. It's very tricky and I've yet to try it but I'd imagine it is the same as tattooing.
Moving on, how I got mine so solid white; Time. You have to go VERY slow when filling it in, just go back and forth as slow as you can making sure to go in lines that touch each other so that no clear shows between. What you can do is go back and go in a second direction over what you have. Go up and down or diagonally very slowly over it again and it should darken up. My first practice attempt had a lot of clear spots showing through and I made sure to fix it on my side panel etch.
Edit: On the power note, I had mine running at 3ish for the outline and then cranked it up all the way for the filling in. Just remember to go slow, using the weight of the tool to push down and making sure your paths leave no gaps.
Hope I was helpful!