A lot of Shadow's lyrics had to do with how conflicted he feels. Even in his theme, "Throw It All Away", it comments on how, even if he is immortal, it doesn't matter and he would rather throw it all away because the life itself is meaningless.
In Rhythm and Balance, the White Jungle stage where you have to save Rouge before the island explodes, the song asks over and over if Shadow is scared, once again that if he fails, he will lose yet another person close to him.
In the Supernatural, Final Chase's stage, the song starts asking if Shadow is even the Ultimate Lifeform to begin with as he gets closer to Maria's "dream."
The Biolizard of course, is unironically what I'd call Shadow's swan song. "Supporting Me" sounds just like the title, Shadow has finally given up revenge and learned that he wants to protect the world but he doesn't really know how to do this. He will do everything in his power, knowing that Maria is supporting him in order to fulfill her last wish, even if it means his untimely end, which the song references at the end of the song as well.
And of course, Live and Learn. Pretty explanatory, but it's learning to live with your mistakes and to keep moving in life even if all seems lost.
Shadow's story was unironically a great lead up from a broken individual lead on by hatred to one of redemption, giving his life to the ones he tried to destroy in the first place. We really won't have kino like this again, but at least its here
