From what I understand the shadow world is a parallel universe that opens in the world, kinda like a mirage of the past that went wrong and converges with the present through the shadows that eats away the world so that's why is such a dangerous thing leave it like that, I'm not to sure why but they appear like persons in that world, is kinda like a simulation world where they need to solve the problems in order to make the history go right, but is just a simulation so is not like they change the past
the shadow world is the places eaten or destroyed by the dark shadow and its a compilation of its history before the downfall of each country where they need to find the cause and the best course of action to avoid the destruction even though its just a memory
It's like playing Battlefield games in virtual reality, but instead of just normal game, it is consuming reality to be part of it.
... i really suck at analyzing the story. Is the shadow world just like a game world where its not real or theyre really going to real places where these people cam actually go with them.