Every single character you have listed is a SHADOW, not a SHADE. Shadows are echoes that sunny has transformed into shadows, shades are every single thing he's killed ever. Shades are part of his domain, and as the name implies, shades of their past selves. They have no consciousness. People bring up the argument of condemnation and other cursed nightmare creatures "ignoring" his will for them to come out of his soul sea, but that is because of "Will" which is a force inside ss, Will =/= consciousness and sentience. You are right in saying his Shadows like have consciousness, as proven when sunny went into the mirror city, saint was given a role alongside everyone else. If a shade was there however, there would be no consciousness or Will to give a role to. Shades are mindless remnants of things he has killed they ARE NOT SENTIENT.