Dynamic Coloured Shadows?

I’m wondering if it is at all possible to get coloured shadows through a translucent material, while keeping the light movable? I can get it working with static lighting no problem, but the directional light in my scene is going to move (day/night cycle), and I would really love the shadow to move while remaining colourful, as it was planned to be a huge centerpiece of the scene.

The stained glass part of the object is just a plane (two one sided planes facing in the opposite directions, but I have also tried it with a double sided plane), and the coloured lighting just doesn’t want to come through.

If anyone has any insight into this issue, I’d love to be able to get some information on it.