That describes plenty of denizens of both planes.more fun when the bad guys win!
I am pretty sure the material plane loses.
One big advantage the Shadowfell has, is they get your dead. They don't need to interrogate someone when their alive they can just necrotic energy nuke a area. Then when all those souls go to the Shadowfell trap them somewhere where the Gods won't see them and interrogate them for all their worth.
You could also send those back at your foes; spirits, zombies, etc. The Shadowfell has a endless supply of troops.
Fey vs Shadow
I'm planning out a new campaign. In essence it comes down to this: The Feywild and the Shadowfell go to war.
I'm going to take 30 levels to get to the end of this story, but you don't have to. Who wins? and why?