I think some players are looking way too hard into the Lahabrea's glyph in the artwork, which I believe is just a teaser of Pandaemonium's conclusion.
That being said, someone on social media did point out that the Shadow Dragon does not match Azdaja's appearance in-game and I think it's possible that the Shadow Dragon is but a manifestation of the aether Golbez has absorbed from Azdaja. It could be something similar to P8N, E11N, and Ranjit dragons where they're part of the main entity instead of being a fully separate entity on their own.