It's not very conclusive from the static screens but there are carefully arranged light-layers that follow each room/outdoor level part, enhancing the depth of the environment.
In these screens you can see how I used color contrasts to achieve the foreground/background effect...
In this picture the stairway & cages are dominating the shot because the other environment is much less contrasted. Even the stairways themselves have foreground/background layer...
I, naturally, contrasted the level parts by color as you mentioned & created different moods & feels depending of the room character. In these levels (chapter 3 : Fortress) I have green & red as a main environment dividers.
I realize that this way of level lighting is not really orthodox (and it's a bit experimental) but it has been making a good impression on people that have seen it. It's the first thing they notice & like about the game. As I mentioned the screens are not really that conclusive, the levels should be experienced in motion to get the real impression on the efficiency of the light/color scheme. Once you see it in motion, the light concept is much more straightforward & clearer
