The Shade is a rare monster that appears only in very special circumstances in a select few dungeons. It appears in only three dungeons: Namtar's Lair, Creeplight Ruins, and the Cursed Oasis. This rarity is fortunate, since the Shade is one of the nastiest monsters in the game with its combination of lifesteal, blinking, and physical resistance.
Like all blinking foes, Shades are very difficult to fight early in exploration, since they are likely to teleport into unexplored territory. However, there is the added danger that a shade that teleports into unexplored areas has an opportunity to steal your life-force for a second time. Due to their high physical resistance and the life they have stolen it will be very difficult to kill them in a single blow, leaving few easy approaches to take down this monster type.
The presence of Wraiths, as with enemies with the lifesteal trait in general, largely obstructs regen-fighting. Worthy of note is the fact that lifesteal will only activate if you find the enemy while standing in melee range, e.g. on the tile next to it. If you discover a Shade from afar by means of LEMMISI or BLUDTUPOWA, lifesteal will not take effect. Similarly, summoning a Shade using WONAFYT, slowing it in the process, will negate its lifesteal trait.
The easiest way to fight Shades is by waiting until the level is mostly explored. This mitigates the difficulty presented by their blink/lifesteal combo, but this is not always an option if you want to fight them early. The use of slowing effects such as the WEYTWUT glyph is one of your only reliable approaches to prevent the monster from blinking away. Knockback effects also work, but if you push the wraith into unexplored territory it will lifesteal from you again, so careful positioning is required to take this approach.
In the Creeplight Ruins, the cultists will only transform after you slay the sacrificial goat. If you simply wait until the dungeon is mostly explored the Shades won't be a problem at all. However, there is no easy way to avoid Shades in Namtar's Lair or the Cursed Oasis. On the Cursed Oasis, dealing with Shades will be one of your biggest challenges.
One of the bosses in the Cursed Oasis is a Curse Shade. Its traits are similar to a normal Shade, the only difference being that it has 60% physical AND magical resistance. Defeating it is not technically necessary to complete the dungeon, but may be unavoidable.