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This excellent book by June McKnight is one I have in my own collection. Books that really show you how to do this are relatively rare. I find shading and blending (well) hard to do, myself.
The chapters are:
Precise Thread Blending
Random Thread Blending
Tweeding, Twilling, Twiddling
Shading with Dynamic Threads
I think that covers it all, don't you?
This is another of Ms. McKnights small, 5.5 X 5 inch, books with a plastic spiral binding and a paper cover protected by a clear plastic over-cover in front. It has 93 pages and is self-published by June McKnight. The copyright date on this book is 1994.