I see three kinds of names in GW:
1. Names that are used to show how 1337 the users are (and generally are letterspaced and one word)
2. Names that are ripoffs/soundalikes (including rude words, short quotes, and Legolas/Drizzzzt/Aragorn/whatever)
3. Names that are roleplay and apparently have some further meaning with the user.
I usually go with #3 and use a combination of Google/babelfish and
www.20000-names.com to make mine.
In your case, I'd look up "shadow" in other languages, see what you like, then pick a first name from 20k names that matches the feel. You might be pleased with the results.
Here's an example:
Shadow in Portugese is "sombra"
A decent boy's name in Portugese is Justino (meaning upright; righteous - perfect for a R/Mo).
Justino Sombra
Don't like it? Rinse, repeat. At least it will be unique.