The Shadow is an eldritch wilderness that exists on the other side of the Veil. It looks like the mortal world, bears its structure, but is distorted by history and memory. Comparisons to the world through a looking glass or a warped mirror are apt.
Things destroyed in the real world may still exist in its Shadow but what does not endure, at least not for long, are mortals. The Shadow is a hostile space, occupied by hungry, dangerous creatures eager for a taste of the real. The most common of these are the remnants of dead mortals, from all species, that persist in the Shadow as ghasts and geists. There are also stranger and more dangerous creatures that dwell there.
Connective Tissue
The Shadow is the connective tissue between material reality and the Domains of the Aeons. Traversing it is the cost paid to reach or return from these Domains. The paths and doors that lead to the strange worlds of the Aeons are almost never visible in the real world. They can only be found through the Shadow.
This makes the Shadow both a barrier and a passage. It keeps the Domains separate from Earth, but it also provides the only route between them for those who know where to look and can survive the crossing.