The thread is a bit old, but I decided to share two of my experiments with shading red using its complimentary colours here.
The first one is a WH captain (I didnt finshed painting him yet, which is cearly visible)...
The red parts on him have been shaded by adding a some blue paint to a standard red and brown mix.
Unfortunately it is not so clearly visible on the picture, but in reality the shades are going from very light blue grey down to purple grey.
On the second mini I tryied out shading red with green. I picked up crimson red for the base, and I have been adding various amounts of a dark green to it.
Again in reality the green is more visible than on the picture. The green shadows are similiar to what I imagine a Roman centurion cloak would look like.