Check out the docs here under layer source ordering. In short:
Under the Layers tab, click the blue change source button at the top of the panel. The modal will give you a list of suggested remote and local sources, as well as listing your existing source(s) as a comma-separated list in the text field at the bottom.
Add the source terrain layer mapId to the beginning of your comma separated list. The mapId for hillshades is
mapbox.mapbox-terrain-v1 or the newly released
mapbox.mapbox-terrain-v2. So, if you're working off of OSM Bright 2, change this:
For pointers on how to style
mapbox-terrain-v1 checkout any of the example style projects that use it. For pointers on how to style
mapbox-terrain-v2 check out this blog post.