I'm going to try to lay this blue shadows thing to rest once and for all with two shots from the same roll of Ektar.
The first shot is largely illuminated by sunshine but at the bottom right there are areas in shadow and they are very blue. This is to be expected because they're illuminated by skylight (maybe 12000K) whereas the rest of the scene was balanced for morning sunlight (5000K). Ektar's high saturation enhances the colour-temperature difference between these areas so the shadows look blue because they are blue in real life. If this is the "blue shadows" that people are seeing, it's a function of the mixed lighting and high saturation film. Any chrome will do the same.
The second shot was taken on the same day in one of those alleys pictured as being blue above. As you can see, it has balanced nicely for the blue light in the scene and the image looks pretty neutral to me. Note also that there is NO shift in hue towards blue in the shadows here because Ektar doesn't actually have such a shift. With uniform lighting colour-temp, Ektar gives neutral results all the way from shadows to highlights.