An ability that triggers when something "attacks and isn't blocked" triggers in the declare blockers step after blockers are declared if (1) that creature is attacking and (2) no creatures are declared to block it. It will trigger even if that creature was put onto the battlefield attacking rather than having been declared as an attacker in the declare attackers step.

If an attacking creature has multiple evasion abilities, such as shadow and flying, a creature can block it only if that creature satisfies all of the appropriate evasion abilities.

Multiple instances of shadow on the same creature are redundant.

Once a creature has been blocked, that creature remains blocked and will deal and be dealt combat damage even if it gains or loses shadow or if the blocking creature gains or loses shadow.