I believe that as we progress in Wano Arc, there are always "New Arrivals" who end up joining The Alliance
Who initially weren't Part of The Battle
At first we had Marco, then Yamato, then O-Tama, then Adult Momo, then Hiyori & now this Shadow
Their Role is very Simple, a Calamity that can lead to Alliance losing happens & one of these New Allies help take care of it until One of SHs Permanently solves it
For example:
Ice Oni Virus Problem ---> Marco helped Endure it ---> Chopper Solved it
Smile Users Problem ---> O-Tama helped Endure it ---> Usopp Solved it (Captured Bao Huang & fed many Gifters)
Onigashima Problem ---> Momo is helping to Endure it ---> A Straw Hat is gonna Stop Onigashima for good
Fire Problem ---> Yamato is helping Endure it ---> A Straw Hat is gonna take care of it eventually
World Government Problem ---> This Shadow will Endure it ---> A Straw Hat will then come a Defeat them
There are still 4-5 Problems yet to Happen + 4-5 New Allies to Show Up
So far, we have Hiyori too, this leaves us with 3-4 Others who will Join later & i'm sure One of them gonna be Onimaru ... etc
Based on this, i can say that this Shadow should be something that when Combined with Another SH, they can Destroy WG Fleet or at least force it to Retreat.
The SHs who might get such Upgrade are Franky or Nami
So imo "If" the Shadow is not Zunisha, then it's either Transforming Robot (Franky's Power Up) or Uranus (Which Nami can Weaponize)
My guess is that it's Transforming Robot from Sora Comics