Fuji X-E1 White Balance Concerns

The OP has yet to provide an image without simulation or exposure compensations of some form - (look at the EXIF/image captions) - the yellow bias he is trying to 'compensate' for is in Neg Std. output - not upon default basic Provia profile - a.k.a Fuji STANDARD - output.

Until proven otherwise, it seems the OP's arbitrary image settings - based upon a misconception of AWB's function is the culprit ... not the camera or possible post-processing options/lack thereof.

Given the OP's geographical/physical location and estimated date/time of capture, viewing in larger original mode, I'd say the right-hand outdoor colour temperature rendition is pretty accurate - particularly for 'warmer' Neg Std mode ... the left +4 blue adjustment has actually produced grey hues on white surfaces.

If you make the error of believing a white surface is in fact 'white' to the camera sensor, you gonna get screwy colours in your attempts to 'remove' or remedy it.