A Guide to the Ethereal Plane was published in 1998 by TSR as one of the
last supplements in their Planescape line, written by Bruce R. Cordell. It
deals with the ethereal plane, and has an interesting passage on Cerilia.
The way I read it, the Shadow World here is more of a variant etheral plane
than something separate and independent. It is what the ethereal plane
becomes after experiencing the disolution of a dark god.

Let me quote:

Border Exceptions
Some worlds within the Prime Material Plane, as well as a few demiplanes, do
not comply to the rules by which other worlds and planes interact with the
Border Ethereal. A few of the more famous locations possessing notable
variations or surprises are discussed in this section.

Natives of the world of Cerilia call its Border the Shadow World. The
remnants of an evil power`s dissolution resonate throughout Cerilia, making
its Border a Shadow World in truth. A body sees the adjoining plane in
shades of gray and black, and a certain physical chill exists throughout
this Border area. What`s more, the elusive effect known as the Seeming
permeates the Shadow World, and it often distorts a blood`s perception of
what`s real and what`s not-or maybe it`s really changing reality. It`s hard
to tell sometimes. The Seeming has a varying chance to affect anyone
attempting to move to and from Cerilia, including those who use such
point-to-point transportation methods as teleport without error. Affected
cutters find themselves drawn into a Shadow World of altered perception.

Cerilia`s natives believe the Shadow World houses creatures of darkness and
evil, and maybe they have the dark of it. After all, the Ethereal is the
plane where the intan- gible spirits of those who`ve failed to make the
journey to the Outer Planes linger. Moreover, it seems that the Shadow World
does indeed contain more than its fair share of haunts and evil spirits,
probably due to Azrai`s dissolution (the dead power mentioned above).

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