For the stone I would:-
1) Mix up some PVA & filler to the consistency of cream (more single than double)
2) Dab this mixture onto the MDF using a cheap or knackered brush.
This will create some texture.
3) Leave it for a day or two to dry completely.
4) Then paint it a very dark grey.
5) In-between letting paint dry (which is exciting), use a variety of greys
(dark through to light) to dry brush the texture. I work downwards & at an incline,
as light is seldom directly ahead & almost never coming from below.
6) Then, again after everything has dried, some thin washes (inks are useful too)
various browns & greens, even the occassional bit of black.
7) When, you know what I'm going to say, 'that is all dry'
I give the lower parts a dry brush of whatever colours I am using for dirt & dust.
See some examples of the colouring here
https://leadadventureforum.com/index.php?topic=119096.msg1803305#msg1803305
I hope this has been some help.