Okay
\delta _i = \frac{2\pi}{\lambda_{0}} * n_i * d* \cos \, \theta _i + \xi = \frac{2\pi}{\displaystyle \left( \frac{\lambda_{0}}{n_i} \right)} * d* \cos \, \theta _i + \xi = \frac{2\pi}{\lambda_{i}}* d* \cos \, \theta _i + \xi
That makes sense. However, there is a problem. If you take a look at Modern Optics by Guenther, page 121 (in the multilayer dielectric coatings appendix), you will find "where n_0 is the refractive index of the incident medium." That implies a medium that can be something else instead of free space. The only restriction seem to be transparency, otherwise the effective wavelength will take complex values. I'm not sure if that is possible. I know that for absorbing media, when you apply Snell's law, you do get complex angles and that's perfectly acceptable.
Continuing on the discussion about references, Laser Resonators and Beam Propagation by Hodgson and Weber, pages 205-206 (optical coatings section), has the same notation as Guenther and it suggests the same meaning. The list of symbols reads "wavelength" or "central wavelength" for \lambda_{0}. Finally, Thin Film Optical Filters by Macleod, page 41 (3rd ed.) or page 20 (American Elsevier Pub. Co., 1969), completely drops the subscript, and if you go to the list of symbols you will see "wavelength (normally in vacuo)". That doesn't mean always in vacuo.
So, yes, I'm still skeptical about either
\delta _i = \frac{2\pi}{\lambda_{0}} * n_i * d* \cos \, \theta _i + \xi
where \lambda_{0} is the vacuum wavelength.
OR
\delta _i = \frac{2\pi}{\lambda_{0}} * n_i * d* \cos \, \theta _i + \xi
where \lambda_{0} is the medium with index 0, which can be anything.
Authors make the confusion even greater for something that should be straight-forward. If you have a reference where this is clearly stated, please let me know - it would be help me clarify it. Thanks.