"Shadow" is a term for how the system copies files currently in use by the OS for making a backup/archive. This goes for files like your Page File, ntldr, and other files required to be in use for Windows to run, where the file's access has been "locked." In this case when using the Windows backup program for example, if you want a 100% full backup, you check the box for Shadow Copy so it can sort of sneak a peek at the "locked" files to copy them.
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