I've only played in Urban Arcana, and then only for a short time.
The way the GM ran it, there were enough people that knew about Shadow that in the bit we played ... it never really came up.
I was playing a magic-using investigator, another guy was playing a dwarf, and I think we had an elf as well. So we were all "of Shadow" as it was, and our one investigation focused on creatures from Shadow as well ... IIRC, there was a Shadow slum that the rest of the town just ... didn't talk about ...
The GM was a civil engineer type and he was very in depth about how populations settle cities and whatnot, and his figuring was that over a few years Shadow denizens would clump together, even if they were normally enemies, in the least desireable area of town, the traditionally socioeconomically disadvantaged ... which would force out the normal citizens there over time, creating some tensions and unrest in the city.
As far as I know, I'm pretty sure he used Shadow just as its portrayed ... normal people see something they can accept, and try to move on and away as quickly as possible. It's not an ogre, its a REALLY big scary guy, etc. Get a whole part of town teeming with stuff normal people won't admit is there, they pretty much won't admit that part of town is there either.
--fje