You don't need the Call word. The basic principle is that the macro is a catch all for potentially several different drop down buttons. The Select Case line is intended to specify which dropdown was clicked (not which entry was chosen). Once the code works out which control called it, it then needs to work out which list item was chosen.
In the code, the structure which starts Select Case is where this macro determines which action is required. If your dropdown control id is "ddc_shading" and the list entries are "Red" and "Blue" then I would expect the code to follow this pattern. Note that this nests one or more Select cases inside the outer one.
Sub OnActionDropDown(control As IRibbonControl, selectedId As String, selectedIndex As Integer) Select Case control.id
Case "ddc_shading"
Select Case selectedId
Case "Red"
YourMacroForRed
Case "Blue"
YourMacroForBlue
Case Else
MsgBox "You selected neither Red, nor Blue in the ddc_shading list"
End Select
Case Else
MsgBox "You selected an entry on a control that I didn't expect"
End Select
End Sub