Sure, all sorts of colors of light exist under the sun. But back in the day when they were developing color film for the first time (pun ;-) ) they settled on the average color of daylight on a sunny day. Alternatively there was tungsten film balanced for the artificial lighting of the day. Strobes were balanced to mimic daylight.
If you wanted correct color before digital, you'd have to use one of those two films, then use filters to correct. The filters you mentioned were for shade, and there were others for florescent lighting, using daylight film under tungsten lights, etc. And for precise color corrections you might also need a color meter and CC filters that just add colors by increments (5y, 10m etc.) Minor corrections to color were also necessary when reciprocity failure kicked in addition to exposure.
This may have been a long answer that has little utility to you however. Maybe what you mean is if you're photographing somebody in the shade with daylight film and a flash- what happens to the color balance. The answer is that the areas illuminated by the flash will have the correct color balance, whereas the areas of the photo illuminated by natural light may err to the cool side. If you are using the flash as fill, the differences are likely to be subtle.
Sorry for the long winded response, does that make sense?