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[Warden Majere]

So, according to the codex, Shades are spirits that have entered the physical world. They did not posses a body, and lacked the strength to take a physical form. They remain in our world, feeding on the psyche of all those around them, until they gain the strength to take a form. 

 

Taking this into account, why do we keep encountering Shades in the Fade? This seems out of place. It might be possible that they are merely there as filler, or because the game play designers are not communicating well with the writers. It could also be because there is some lore explanation that I am unaware of. What do you guys think? 

[Vazgen]

Spirits mimic the real world. Shades in the Fade may be simply some spirits who use that image to manifest.
Another explanation. We encounter shades during the Broken Circle quest. Uldred had torn the Veil there through the use of Blood Magic. Shades can get into the Fade through that tear.