I have now seen 2 different, cutting-grown clones of Cunninghamia do something interesting: when moved into full sun, one got bluer when moved into partial shade, one got greener I don't see a name for, or even allusion to, this phenomena, in the literature I have. I can assure you this isn't my imagination run wild. Is there a name for it and is it discussed in any formal or scientific texts on conifers?
I've never seen any discussion of it, but your observations strike me as perfectly reasonable, even predictable - the glaucous wax is a defence against excessive solar radiation; if a plant is shaded, it doesn't need it.