In the scene below it is simple model on a plane with a single lamp set off camera high right, with no AO.  In the top picture the shadow colour is set to fully black.  When the shadow colour is changed to a shade of grey it reveals details on the dark side of the model which would not be receiving any light.  The main face of the wall in darkness retains the full black colour but the window type areas do not.  The small bottom thumb nail further highlights this.  Why would these areas of the model that would not be receiving light and therefore no shadow casting still somehow be influenced by the shadow colour? 

  Just curious, what are you are trying to accomplish?  I've never changed the shadow color before myself. 

  It appears that it's doing what it should be doing.  The small recessed cubes on the dark side of the large cube are being shadowed by the large cube, therefore they're being affected by the shadow color accordingly just like the plane that the model is sitting on.  The darker areas are facing away from the light source, so they are not shadowed ... they're just not receiving light from the source.

The question is just one out of curiosity, and the object in the render is just a random 3D doodle so to speak.  Lightening the shadow a small amount can reveal other objects that would otherwise be hidden in the shadow of the larger object.  You may be right in that the shadows are behaving the way that they should but it didn't appear to me that way.  The cube object is not hollow.  Where the "windows" are it is a simple inward extrude with intact faces so the object is still solid. In a physical sense there is no real way that the interior faces of the "windows" have either light shining on them or an object that can cast a shadow on them as they are a self contained box.

It is the tralu slider in the shaders panel. This will lighten the dark side of the objects, matching the blacks.

You are correct you never want full black shadows, that only happens in comic books :)