Eddieooo, the color, saturation and edges of shadows may be determined by some of the following criteria:
- The color and temperature of the ambient illumination, which affects the color of everything
- The strength or weakness of the ambient illumination
- The color of the element(s) on which the shadow falls
- The color of reflections from near objects
- The complementary color of the object throwing the shadow
- The saturation and edges of shadows, which are stronger closer to the object casting the shadow
- Combinations of the above
In your example, the illumination (twilight) is weak and cool, thus your shadow's saturation, value, edges and temperature will follow suit. As to color, I'd use the criteria above to select a shadow color harmonious with the rest of the painting.
One thing's for sure, as you describe: shadows are never opaque, never black and never a "universal" color, ie, Shadow Green, etc. To verify, just step outdoors and observe a shadow!
Post what you finally select.