There are various things/intelligences labelled as "shadow"
There are shadow people of various types/intents. Not all are pleasant
Generally they are manifesting an etheric body only just visible - often in the edge of the vision. Some such are actually nature spirits
There are of course intelligences deep in the human psyche that could be called shadow. I recall my ex complaining that yet again I did not listen to her (complaints) as we were going to sleep.
So lying there I did the "house in the meadow" meditation and went into the basement. It was empty but there was a trapdoor. So I went down into the next basement and it too was empty but another trapdoor.
I went down into the third layer of basement and there was an entity that encouraged me to go to sleep so that I would not pay attention to my wife.
So I fixed him and remained married for another 7 years. She said the last year was the best
The entity in the basement could be called a demon. It was about half way up the astral plane.
So I was working without a demon/psychiatrist "helping" or drugs.