Unfortunately TradeStation doesn't provide an easy way to do this. The only way that I've found is quite the pain. You must create a plot for each region you would like to shade. Under plot styles, make these plots histograms. You will have to create these plots in a certain order so that they properly color over each other. Once you have set all of your histogram plots, you will then have to re-plot the price bars, since they will be covered up by your histogram plots.
Hope this helps!
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While it's nowhere near perfect, you can create at least somewhat of a shaded region quite easily, using the bar high and bar low plot types. That is, rather than plot it as a line, plot it as a bar high / bar low. Plot EMA1 as Bar High and plot EMA2 as Bar Low. These are configured via the properties window, chart style. That is, rather than choose a plot style of line, point, cross, etc., choose the bar high and bar low types.
Hope that helps.