Hi Richard. If you use either the Drop Shadow or Radial Shadow effects you can choose the shadow colour. Is that of any use? If you are using a light to cast it my instinct would be to try to make a track matte out of the shadow somehow - don't know if that is helpful but it might give you a direction to think in?
Hi again, interesting conundrum. If you are using a light to cast the shadow:
Duplicate your object and make it into a solid black/blue silhouette (don't know what your object is so can't assist there).Put it below your object layer - parent to original if necessary. In it's material options set Casts Shadows ON, Light Transmission 100% - it will now cast a blue/black shadow.
On your object layer set it's Casts Shadows to OFF.
Now play with the colour of your silhouette till you get a colour match.
Should do it!?