Actually Z-depth may have been the source but the images themselves are large scale gouache paintings.
kleer001
First off these are gorgeous!
Second, it appears that the technique used here is a “Depth map”. In CG lights use these maps to cast shadows. They could also be a distance-from-camera shading method, which is basically the same thing. Every pixel on the object is a shade of gray that is proportional to its distance from the object looking at it (camera or light).