Shadows have a -100 resistance to bone, so if u use your bow,
be sure to use bone arrows (you should have enough of them since those evil eyes all over the crystal forest drop them).
Also DON'T use a shadow bow because they have 100 shadow resistance.
If that's what u're using, go to the BF and pick up an elven bow/raanaar bow/whatever that does normal piercing damage.
Also, your chance to hit against them is 21%, so make sure the accuracy of the weapon you're using is up to scratch if you want to have a chance to actually hit them.
And, naturally, the shadow creatures do shadow damage, so make sure you have decent shadow resistance on at least one of your chars and make sure the shadows attack that char.
BTW, once you've killed one creature of a certain type, it's stats (resistances...) show up in your trophies list, so be sure to check the trophies list once in a while...
