I have a mea culpa. I have written both here and elsewhere that the in-camera corrections for shading are partial only and don't seem to fully correct colour or luminance shading - and that if necessary a lens cast calibration shot should be made for colour critical shots.
Some things I noticed, something Lloyd Chambers wrote on the matter yesterday and some correspondence I had with at reader lead me to look into this again and I now think it most likely that in-camera corrections are for luminance shading only and that no colour shading is attempted.
I have a call in to Sony so I can bottom this out but I did find the following, which heavily implies that there is no colour shading correction going on in-camera at all, regardless of which options you select in the menus.
Help Guide | Shading Comp.