As mentioned, gluing to paint isn't usually a successful practice. But, you can color the wood without having a meaningful reduction in adhesion. To do that use a dye (not stain) to color the wood. Dye, unlike stain, doesn't seal the wood. Of course, dye doesn't have a binder to hold it firmly to the wood, but unless you expect much stress it will be OK. You could of course spray the whole project with a light clear coat after the shells have been glued. (Be aware the clear coat will most likely impact the dye color so check out the clear coat before you settle on the exact dye color.