If you discard a card with madness but don’t cast it, Shadow of the Grave can find it in your graveyard. If you do cast that card, Shadow of the Grave can’t find it in your graveyard.

Shadow of the Grave returns to your hand all cards that you discarded for any reason—a card you cycled, cards you discarded to an opponent’s Unburden, and a card you discarded to cast Tormenting Voice all count.