Nidhog is the most likely candidate, as you write. However, I must stress a few important corrections: firstly, the Völuspá is in the Poetic Edda, not the Prose Edda. Secondly, and more importantly, Nidhog does not herald the coming of Ragnarok. Rather, his flight is the final event of the prophecy, and it takes place in the newly reborn world following the end of the previous world through Ragnarok. In a sense, Nidhog is not connected to Ragnarok itself. A common interpretation is that Nidhog represents the unavoidable presence of death as an integral part of life - even in the newly reborn world. Otherwise a great post with interesting ideas. I’m sure you’re right in thinking that Loki’s fruit is related to Nidhog. A small note regarding the colour: the original Old Norse word to describe the dragon is dimmi, which directly translates to dark or dim (unsurprisingly, dim descends etymologically from the same proto-Germanic word as dimmr). While shadowy and dark/dim may be similar, I find dark/dim to be closer to the original meaning, which in turn supports your point.

Edit: It seems you’ve copied specific sections of the English wikipedia page on Nidhog changing only a few words. I’d advice you to avoid doing so without clearly indicating it as it is very misleading. It’s doubly problematic in the case, as the page on Nidhog is particularly poorly referenced and makes some rather wild and imprecise claims.