actually I am by far not the right person to get so technical about light. I have a few basic ideas from colour theory class, which refer to art theory, not the physical manifestation of light, and the rest is 'what-looks-good'.
However let's make a few reasonable - if possibly false - assumptions, here:
let's say that a surface, whereas has no colour of it's "own", meaning that without light to hit it, there's no hue there, when light DOES hit it, the particulars of the surface bias the hue towards a specific part of the spectrum for whatever reason. To not get into an epistemological discussion - this is just as good as saying that a surface 'tends' to be blue or 'tends' to be yellow. A banana let's say then, will be yellow when light hits it. If that light is also yellow, awesome. If it's not yellow, the banana's colour will be the colour of the light mixed with yellow. I think this is pretty much correct.
As to shadows, they indeed have no colour. As shadows don't exist themselves. Again this goes into epistemology and how we choose to define things, but a shadow occurs where something blocks out the light in a scene. It's not an individual physical entity. However, as we said above, a surface has it's own 'colour' and a shadow is almost never pure black to mask it. So a shadowed surface should still have a tint and some saturation, depending on what type of surface it is, how it reflects ambient light etc etc.
as to 'okay in yellow, how about in blue?' question. First of all, let's mention that the sun's yellow light isn't eggyyolk yellow or anything. In rgb terms, it's something like 250,255,255. Yellow is the warmest colour on the palette anyway, so just a little tint like that does colour things strongly. So if you wanted to make something with an equally gentle tint, but only of other hue, like blue you wouldn't go nighttime nocturnal, but just 5-10 rgb points in that direction. In that case again, I theorize that the shadow tints will just be shifted in the same direction equally. The 'tinting' effect is a peculiarity of the eye, not a natural physical phenomenon. The try tries to balance out the type of colours that hit it, it's not that shadows like to turn blue or anything.
Again, these are mostly rationalizations. Maybe someone will come into this thread like goat or lief and give us actual physiological explanations for all of this.
