WotC attempt to pull Grey Hawk and Forgotten realms together is... graceless, at very least. It hardly makes any sense tbh.
Also, important notice, Shadowfell is NOT the same as entire Shadow Plane. Shadowfell is barely a tiniest part of Shadowfell that Shar set as her personal domain. In comparison, it's about the same as Githyanki's city Tu'narath. It resides in Astral Plane. But it's practically a "drop in the sea", compared to "infinite" Astral Plane itself.
So, in Grey Hawk there will be no Shadowfell, in Eberron there will be no Shadowfell, in Dragon Lance there will be no Shadowfell. There will be just a regular Shadow Plane. And no one, besides most knowledgeable planewalkers would even know about Shar. For vast majority name would be completely unknown.
