I name my car’s based on their reg plates. My ND’s plate ends FFX & one of my favourite Clint Eastwood films is “Fire Fox”. So FireFox she was named 
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Im a recent Shadow fan, so I must point out that The Shadow isn’t a DC hero. DC payed a licensing fee up till about 1992 when Condé Nast, the then rights owner, increased its fee. However, the Shadow was the original inspiration for the Batman, hence why these two have a special relationship in the comics.
Back to the issue at hand 
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Previous Fiesta ended OYO, which is an Indian Motel chain, so I called her India
Basically…
It’s your car, you do what ever you want!
As a fan I love the name “Shadow” & your reasoning is sound 
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Go for it!!
I name my cars based on number plates, my old banger Micra had YKX on the number plate and was called yikes.
My citroen and mx5 don’t have names yet.
The citroen does get called shitroen by other people a lot though 
Really nice car, but cars should not have a name - sorry but I am obviously in a minority, however I am not into pets either, probably just an anti-social person!!! Are you going to call it and it will come? I believe you can do this with some of the new Teslas, but under what circumstances would you need a name?
Anyway, shadow seems to fit if you must go down that route, so I hope that you and Shadow have lots of fun together!!! 
I would go for Shadow if I was going to give it a name, my Daughter gives her cars a name, but I have never bothered.
My MX-5 is called Zippy, partly based on the reg plate and because . . . well it is.
(No, definitely not the Rainbow character, although I tend to drive around with a wide grin.)
Probably my strangest car name was a bright yellow Opel Manta GTJ, decades ago, which was called Custard the Whistling Dragon.
We have a Grey Icon, it’s called Connie. 