Now use a little bit of layer styling on this very layer, not on the shape layer.

Christmas Wallpaper or Background



Christmas Wallpaper or Background



Christmas Wallpaper or Background

And there we have it.

Christmas Wallpaper or Background



Christmas Wallpaper or Background
   


Link the shape layer and the gradient layer, link them together and merge using merge linked command.

Christmas Wallpaper or Background

And this what we have now. 2 different non vector layers.

Christmas Wallpaper or Background

I suggest you to transform the big ball layer to match the lighting.

Christmas Wallpaper or Background



Christmas Wallpaper or Background

And there we go.