if you go to an inn with shadow in WoR, you can sometimes go into one of his "dream sequences", which explain his backstory. (provided you saved him, hearless fiend!!!
)
shadow really is a deep character, you just may not think so without knowing his back story.
(oh yeah, shadow totally wins.)
*shadow is level 99, with illumina, genji glove , and offering. nothing can stop his god-like ninja power!*