The planes being discussing are not "echos" of the Prime Material Plane. But more akin to "reflections"...or perhaps, more accurately, "distillations." They are places of existence that are being shown through by their corresponding energetic neighbors.
The Land of Faerie (something of a redundancy as "-rie" is "land." And, of course, "fae" being fae/faye/fay/fey, a.k.a. the "Fair Folk," the Alfar, and many others) if a realm shone through by the Positive Energy Plane. Light, Force, "Radiance" and/or, to some, "Vivomantic" energies.
It is, quite literally, a land infused with Energy, the energy that facilitates (though is not the sole "source") Magic, and the energy of Renewal and Growth.
It is, in every way -physical, visual, magical, spiritual- a place "super-charged" with Vibrance...a heightened quintessence that is, if anything, MORE real than the Prime Planes. Its proximity to the positive energies of life also lend to the fact that creatures of the Faerie Plane seem to be immortal and/or unaging. Quite literally, it is Super-Nature. A plane where all things, from the stones to the snowflakes to the rivers to the trees, the field mice to the dragons, the "peasant" woodcutter or weaver to the splendid noble courts of faer peoples, are super-natural.
Both goodly and decidedly NOT goodly peoples and creatures inhabit this place. The energy, the "Light," of the Land of Fae is neither Good nor Evil, neither Law nor Chaos. It is Magic and Force, vibrant colors and intense emotions, pure sensations and sincere actions, every moment, at all times. The Dark Fae realms, the Land of Endless Winter, dense forests of horrors, and beasts of pure terror all still exist within/on the Plane of Faerie. Though, admittedly, proximity to the Plane of Shadow, other inner [elemental] planes or the Material plane (whence most Evil stems) may blend and blur and bleed into their landscapes and influence that existence.
Conversely, the mirrored level of existence (as all things in the multitudes of multiverses of realities must) balances all of this frenzied, unhampered, energy with a direct and commensurate opposite. The Plane of Shadow, a.k.a Umbral Plane, a.k.a. Land of Shades, the Gloom, is in proximity to the Negative Energy Plane.
The Shadow Plane is a place of slowing -but not absence!- of Life. A dimming -but not extinguishing- of Light. Shadow is Light "blocked" -but not entirely consumed- by Darkness. Stagnation in place of Force. The empty chill of Entropy, "Umbral" and "Necrotic" [sometimes mistakenly called "Necromantic"] energies instead of the vibrant existence of Growth and Vivomancy.
It is, unsurprisingly, a realm of shadows and gloom. A place whence the "unpassing" dead -those that refuse as well as those who are not allowed to move on to their final rest- wander. The Plane itself does not "create" life so much as "consume" and "mask" what life passes into it in folds of greys and tendrils of blackness. Its landscapes do not renew or grow. Nor does it, necessarily (though areas certainly can) actively destroy or lessen. It simply is.
So, no creatures that are thought of as "native" to the Plane of Shadow, are actually "native" to it. Beings, creatures, and spirits have found their way to it -intentionally or not- and become "stuck" (for lack of a better term) there. Coccooned in the umbral energy. Not dying, and not really "alive" in the sense they were when entering.
Some exist in a kind of unconscious disbelief, a kind of catatonia, directed like puppets by the Shadow Lords who know how to control the shadow encasing the "empty" spirits/creatures. Some are perpetually stuck in a lethargy or reflexive action -Shadow hounds that endlessly hunt, endlessly starving regardless of how much they consume. The Undead Shadows that seek only and always to warm themselves by absorbing the Light of the living, to no avail, never gaining warmth. Some in wailing despair, some in wrathful anger (thankfully, these last infrequently have the wherewithall to act upon it). There are both dangerous and harmless creatures, just eking out an existence, neither happy nor sad...just there. Some few beings of that plane struggle against the gloom, fighting to keep (and find) every shred of energy and light they can (the brighter the light, the deeper/starker the shadow!). Some embrace the gloom and have learned to draw power -and even a mocking sort of "creation"- from the "shadow-stuff" (some parts aether, some ectoplasm, tiny motes of light, good chunks of darkness) that makes up the malleable "physicality" of the plane.
While that sounds like a lot of kinds of creatures and goings on, the Shadow Plane is decidedly less inhabited than the Faerie Plane. There are broad expanses of emptiness, deep dark forests of foreboding terrors, landscapes of naught but woe. Grey plains of black stone. Grey deserts of white sand. Grey sluggish rivers, choked with black reeds along banks of pale ashen clay.
It is not a place of any color (outside of shades of grey, black, or white). No supernatural delights. No unbounded exuberance. Where the Land of Fae is "Super-Nature," the Land of Shade can be thought of as "Counter-Nature"...a kind of "Nature-Denied."