Shadow is a thief. Pure and simple. He skulks, hides, and if he sneaks up on you and gets the drop on ...you're done for. Shadow has murdered, stolen, and is right at home in Hell. Unlike other characters, Shadow has the very distinct abilities to turn invisible as well as grapple his way over and around trouble.
Among his weapons and items:

Turrets that fire damaging darts at demons. Drop 'em and go. They draw attention away from Shadow while doing damage as well.

Iron Grapple: Gains Shadow access to areas no other forms can go to and can stun enemies briefly.

Assassin Mask: Allows Shadow to turn invisible and avoid detection.