I think, in this case, we can probably assume that "shade" is being used as a general descriptor and not a technical one. It seems to be used to imply that the subject is somehow lesser than the real thing. In Shiva's case, it's because she's not the real thing (when that had been the aim); in Niddhog's case, it's because he lacks his own corporeal form.

It'd be interesting to know the Japanese term in each situation, because I think we know enough about what constitutes a Primal to say that Estinien!Niddhog isn't one.