For the shadows, Copy and Paste a candy dot ellipse and set the fill as a linear gradient going from transparent to opaque dark purple. Draw a smaller ellipse, overlapping the shadow shape and hit Minus Front in Pathfinder. Copy and Paste this shadow and align it with each candy dot.
For the highlight, draw an ellipse on each candy piece with a linear gradient going from transparent to opaque white and reduce the overall Opacity of the ellipse to something below 50%.