i can not believe it that i have not noticed that before, but we really cant adjust the color of the shadow or am missing something very obvious? as some may know shadows are not black in nature, so how come we can not adjust something so natural?
is it anyhow possible after all or can it be done in future?
Like in nature you need a blueish sky or other general blueish light.
I like color moods of light and shadows but never missed to set a shadow color because a basic cold mood did it.
hi Micha, yes you are right.
here some reference images, the first one is of course a lot of blue in general but the shadows are very pronounced
i am not sure if that is a real photo or a rendering
and here in c4d with physical sky standard a blue hue
and here just to show that you can actually select any color for the shadow
after pondering on what you said and creating a luminescent environment i seem to have succeeded. but i would prefer not having to jump through such hoops to gain different hues of shadow… also the effect is very slightly pronounced… have to see if i can tweak that still.
@nathanletwory whats your verdict, is it possible to gain direct control over the shadow in the future?
ok after thinking a bit more its now clear why the shadows are actually blueish, because its the reflection of the sky that mirrors in the shadow which then is mostly only illuminated by the translucency of the sky. so i tried once more different method similar result
like that its also possible to get a different hue in the shadow, though obviously its not the only thing affected which is then again just natural.
Important is a natural relation between sun light and sky light. If the sun is strong enough than you don’t get a sky tint in the bright areas like at your last example.
Best you use a HDRI or natural color gradient for the general sky. So you get the most lively looking shadows. Most important for interior renderings where the sky light come through the window. There you get a camera obscura effect on the walls. It’s one of my most important interior rendering tricks. 
Here two old description images
I remember this image from a long time ago 
Wow, good memory. The images are from 2005 and I used an emitter plane with Maxwell MXI image format.
It’s a funny effect and in this case very strong.
yes, from even before there was an actual hdri environment, and I would put an mxi on a cylinder surrounding the whole scene 
