Unfortunately availability of Light Path node in Eevee is quite limited. However you can use a trick with Shader to RGB node in material to get the effect you want (You can change color of diffuse shader/shadow):
Unfortunately this only allows all shadows to be the same color. Is there a way for Eevee to have different shadow colors for different objects? (e.g. green monkey casts green shadow and red monkey casts red shadow)
However it’s quite weird that “Is Shadow Ray” in light path node still not working properly even though Blender manual indicates that it should work in Eevee.