We often say that the name of a person, place or thing is called noun. So, in which category, we include "shadow" as a noun. Though it is neither a place nor a thing or person.
"Person, place or thing" is a rather limited list that is offered to people when they first start learning a language. Some people refer to this list as concrete nouns one definition "something material": another is things that you can experience through your five senses: sight, smell, hearing, taste, and touch. A more up-to-date definition would probably include things that you can measure using the appropriate equipment, for example electricity, magnetism and weight.
There are also nouns for abstract concepts like justice, love and truth: we call these abstract nouns.
We also have nouns for things that, by definition, are nothing, like 'absence' and 'vacuum'.
Shadow is something that is defined by the absence of light, so it's a not-thing. You can see light and you can see a shadow, so it's a concrete noun.