Thank you for your work on Vex! I'm looking forward to her release - she looks super fun to play. :)
I'm not sure if this is intentional, so please correct me if I'm wrong. Currently, Shadow will display over terrain that Vex walks around, even if it should be behind it. For example: if Vex hugs the botside wall, Shadow's animations clip around the terrain. Here's a picture for reference. This interaction seems odd to me, since Shadow realistically should be "underneath" the boulder in the picture and not over it.
It's not ideal, but it's intended that Shadow renders flat over terrain - Technical limitations prevented us from having the Shadow distort when near walls like a real life shadow would, and we decided it would be better for gameplay clarity if Shadow was always visible.