QGIS now support not only one kind of hillshading method. By its core programming (using GDAL) the software at least support 3 hillshading algoritm (analytical one direction, combined direction, and multi directional hillshading). There are some more that has been implemented from SAGA GIS packages and GRASS, but I am not yet explore them

In this tutorial, I am using QGIS version 3.2 Bonn, which you can get for free at qgis.org.