Strange tales, down in the shade (5,4)

'the shade' is the definition.
I don't know anything about this answer so I can't tell whether this works.

'strange tales down' is the wordplay.
I cannot really see how this works, but
an anagram of 'tales' is 'slate' which is present in the answer.
'down' could be 'blue' (both can mean sad) and 'blue' is located in the answer.
No letters remain.
This may be the basis of the clue (or it may be nonsense).

'in' acts as a link.

Can you help me to learn more?