This is a bit confusing. I’m not sure if the shadow you mean is a dark side of our own personalities or if you mean something like an apparition or hallucination. As for the second type, I didn’t know people could actually establish a “relationship” with these, all stories I heard (and experienced) are about a shadow figure that appears and then it’s gone. I’ve never met someone referring to one of these as a normally reoccurring thing. I’ve seen shadow imps when sleep deprived if that counts?