The blue in shadow areas is really natural, it's just more obvious in snow scenes.
The only thing illuminating the shadow area is the sky and reflections from the surrounds. I would expect that the worst images you are dealing with were taken on very clear days. The sky is a deep blue and as there is no warm/yellow light falling in the shadows from the sun, so the cooler/bluer light predominates.
Our eyes adapt locally and very quickly so we don't "see" this, but the sensor can't do that.
When this is objectionable I fix it by selecting the shadow area only and colour balancing it separately.
Here are 2 examples, one semi-fixed, one not...
The 1st one had a horrible blue shadow on the back of the shell. I initially processed this file very quickly and made a print before I noticed it. this jpg version is semi-fixed, if you look at the original size you can see a blue tint in the deeper shadows, I fixed the rest of it and fixed i tall in my hi-rez tif for my final print.
http://www.pbase.com/mike_broomfield/image/76546980In this 2nd one you can see the OOF blue areas in the back. They are gravestones that are in shadow. They are no different than the broken cross in the foreground, but as they were lit by the clear sky the sensor sees them as blue. I have another version of this in which I've fixed them but it's not uploaded.
http://www.pbase.com/mike_broomfield/image/65833541/large All of these were taken at sea level with no filters.
Hope this helps.