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Send the feathered ellipse backwards behind the small ellipse and crescent shape (Shift Ctrl b or Arrange > Send Backwards).

Create a new ellipse to the size shown above. Clone the new ellipse and move the clone up and to the right 6 pixels in each direction.

Shift click and select both ellipses. From the Arrange menu, select Combine Shapes > Subtract Shapes, or press Ctrl 2. This will leave the shape shown above in light gray.

Change the fill color for this new shape to a very pale blue as shown above.

Using the Transparency Tool (F6), apply a Circular, Mix transparency. Move the center of the transparency over the new shape as shown above.

Apply 2 pixels of feathering. This creates a subtle highlight.