There are some around, and the GPL (Ground position light) equivalent as well, but I believe they are not recommended for modern signalling systems; I'm not quite clear what the argument against them is.
My understanding is that yellow and black shunting signals were introduced to save the signaller frequent operation of a shunt signal in busy areas, which was both a benefit for the signaller and saved on wear for the signal. It possibly also reduced the need for individual discs for the routes being protected.
I would guess that the maintenance issue isn't a factor with colour-light shunt signals, and that as computerised controls (including slots given to a depot/yard) have come in, and route indications are provided, there's no real benefit to having a slightly different form of shunt signal.
Interestingly, Signalmaps indicates at Bristol TM
https://signalmaps.co.uk/#gwml9:1633 that there's a yellow shunt signal controlling the exit at the London ends of Bristol East depot (bottom) and Barton Hill Depot (top), but the arrangement
@edwin_m describes is present at the country end of Barton Hill Depot. The shunt signal is normally 'off' reading to the headshunt (which has a Stop board protecting the exit) but then changes to on if a train is signalled to or from the main line. Certainly for Barton Hill, the overwhelming majority of shunt moves are made at the end with the Red GPL.