Light and radio waves are all energy within the electromagnetic spectrum and differ only by radiating frequency.

Transmission over different cables and wires and space are a matter of convenience and using carrier materials that won’t dampen the desired frequency or power. For example, as you know, light can escape the mesh on your microwave oven but not the microwave energy itself. And materials that block light waves won’t block X-rays (though bone will block both, gamma radiation must be blocked with lead or higher density material). Etc. So different mediums can affect the signal. But space is mostly a vacuum.

Visible light can and is shifted down to microwave and, indeed, radio waves too. The greater the relative speed difference the greater the frequency shift.