@arev first of all. it’s a great model!
Let’s get this lamp shaded;)
One thing at a time, let’s start with the (always) most difficult part, the glass.
Think of the history; it’s a lamp, so when this was made the glass they used would have been clear.
When the lamp got older, the glass would have become dirtier. People would have touched it and the fat of their fingers and hands stayed on the surface of the glass and dirt sticked to the fat.
Glass has a see-through component and a reflection (mirror-like) part.
You use a milky glass, but your reflections are very sharp. This suggests a new, but not very clear glass.
Try a higher roughness (not too uniform though) for the reflection. And make it transparent enough for the flame to shine through.
