Shadow can be damaged with fire or ethereal dmg.
You have few options:
1)Fire weapons: Fire dagger, Fire sword and Torch (don't underestimate torch dmg, it scales very well) and 2 more weapons, but they are not available yet.
2)Fire magic: Fireburst and Burning ground will always hit. You can hit them with fireball and meteor storm as well, but you have to lure next to the wall and hit the wall.
If your mage is silenced, you can still cast Clarity of mind that will remove silence effect. You can find it somewhere in Frozen Highlands or you can buy it in Beleth's shop
3)Fire bombs (lure them next to the wall and hit the wall)
4) Last option is ethereal dmg. There are 3 weapons that apply it. Dagger located in Crystal lake , sword (light weapon) in Necropolis under Mournland and hammer (heavy weapon) in Burrows accessed from Caves of the Drowned under Siren Deeps .
Dispel might work as well, but I'm not sure.
+you can still backstab them if you have a rogue.

And when it comes to Siren deeps, easiest solution it to buy recharge crystals in Frozen Highlands and use the relic. 1 crystal for 1 blue gem.

Both lightning and the lightning blade work on ethereal monsters as well, although fire is more effective since it has a chance of setting them aflame at level 3 and above (which also has the added benefit of making them easier to see).

Siren Deeps is one of the more annoying sections to explore, I'll admit, but it is viable, even without a Nature caster. Very glad the default party swaps out the Alchemist for one though, as they do smooth the gameplay out a lot, particularly from the midpoint on.

Man, and I completely forgot Clarity of Mind doesn't require a verbal component to cast, so thanks for the pointer, Stepancz02.

ETA: Dispel only works on wind elementals unfortunately.

thanks, this advice is clutch im gonna give it another shot today