The shadow here is so many things…the Underground Man's isolation, his need for suffering, his enjoyment of suffering, his hyper-consciousness, the wall that is the laws of nature, his poverty, etc.
The shadow of self-imposed isolation and insular hyper-consciousness starts to recede when the Underground Man breaks through his crusty exterior to reach out to Liza. Unfortunately, his version of "reaching out" is a lecture on how she will likely get a disease and die without ever being loved or remembered (but we can give him points for trying).
Things seem the most hopeful for the Underground Man when he breaks down crying and confesses everything to Liza. She comforts him and they have sex, and we have to wonder for a moment if, perhaps, there isn't some Miraculous Redemption coming soon.
Unfortunately, while there was potential for a Miraculous Redemption, the Underground Man messes this up royally. Far from redeeming him, Liza's exit condemns our narrator to a lifetime of solitude and suffering.