Color shading and corner artifacts are the rule rather than the exception when you're using a near-symmetrical lens design ultra wide on large digital sensors. It's a matter of the geometries involved ... the geometry of the light path through the lens and the geometry of the sensor light path through the sensor stack.
Leica's lens profiles help to correct these problems and restore the lenses to their on-film rendering qualities. But of course, they are targeted to Leica lenses, not third party lenses, and the adjustments they entail can be very subtle and pernicious in their action. The M9/M-E sensor is quite different from the M typ 240 and M typ 262 sensors, so success with a third party lens and a given lens profile cannot be assumed to migrate across the sensor families successfully all the time.
That said, you can try several different lens profiles on the M typ 262 to find the best match to your Voigtländer 21mm f/4; there's no cost to it other than the time involved. I personally didn't find as good a match on the M typ 240 as I did on the M9, but in other cases I found better matches... and I replaced the lenses that had poor matches with lenses from Leica for which they'd supplied a perfect lens profile.
The Tri-Elmar-M 16-18-21mm (aka WATE), in particular, is one of the best performing ultra wides on the digital Ms there can be. It's an expensive lens but worth every penny if you love ultra-wide photography. The Voigtländer Heliar 15mm f/4.5 type III is another brilliant performer on the M typ 240/262 (and also on the SL). Both these lenses have a very different lens design compared to the Color Skopar 21/4: the CS21 is a very traditional near-symmetric design where both the WATE and the Heliar are fairly pronounced retrofocus designs.
If you have the time to work with it, CornerFix is certainly an option. It's not a plug-in, it's an application that takes a reference frame for a particular lens, analyzes the color shift and corner shading, and can take the raw files produced by that lens and re-write them having processed out the artifacts. It adds another step to whatever raw workflow you use by requiring the generation of new raw files that have been corrected, but it does an excellent job.
I went the somewhat expensive route of selling my Color Skopar 21mm and acquiring the WATE because it suits my photography and workflow best, but between finding the best match in lens profile and using CornerFix, the situation with the Color Skopar 21mm is far from hopeless.
G