Only the red and blue lights are turned on.  You see a blue shadow (the shadow of red) and a red shadow (the shadow of blue).  The shadows are not at the same height because the blue light bulb is mounted higher than the red light bulb.  Notice that the blue shadow is higher.


In this photograph there is no white light and the area where both blue and red lights shine is pink or magenta.  This makes the red shadow, which is mostly surrounded by the magenta, look off-red and perhaps a bit yellow.  Hold a white piece of paper next to the red shadow and you will see it really is red.