Creating a material using a texture (say, blue) and then changing the source file on the texture and reimporting will not update the shadow color after building lighting.
Making changes to the material and applying/saving will correctly update the shadow color after the next build.
See the attached screenshot for an example
Result: The shadow is not updated to reflect the change in color of the material
Expected: The shadow would match the color of the re-imported texture
Head over to the existing Questions & Answers thread and let us know what's up.