Part of a larger shading model detailed HERE, this is an example of how to introduce Colored Shadows in your custom shading model.
To achieve this result, the Unity scene must be setup in a specific way: Create a Dominant Directional Light (Color: white, Intensity: 1), enable shadows (either soft or hard), and set shadow strength to a value between .1 and .5 (anything above .5 begins to break the effect). The Shadow Strength value will act as a color intensity slider for your shadows. The higher the number, the more saturated/intense the shadow color will be.
Diffuse Color and Shadow Color values can be changed.