WFRP 4e: Winds of Magic, page 125, Wild Kin of Zandox from the Lore of Death
In-universe, there's probably some myth or weird magical event that led to Shyish getting purple shadow hounds. Out of universe, it's just 1e weirdness carried into 4e. However, it did give me a thought to if it's possible to use Ghur techniques on Shyish, and similar setups for other winds? Like how you can waterbend fire to make lightning. 4e's one windherder spell did involve four wizards sharing their secrets with one another, so it might even be plausible.