"Shadow people" are cloaked greys. If they move while cloaked in light they appear as a disembodied shadow. Looks different in low light conditions.

That's it. Of course there are variances in behavior and activity. If it's constant activity tied to a place it's probably an outcast of their tribe(s).

I know because they're my friends.

Not that the dimensional stuff is fake (it's not), but that's not what this is. On a side note: don't piss them off if they're outcasts because they probably don't got nowhere else to go and already have behavior problems. They're actually pretty good to have around if they like you; anyone gives you a problem and they'll mess them up. Hahahahaha.