So they're out-of-control quasi-real illusions of dread elementals? Weird.
Yeah, because Shadow Conjuration (and Shades), as per the rules, "can mimic any sorcerer or wizard conjuration (summoning) or conjuration (creation) spell of 3rd level or lower." Since it mimics the spell, it mimics all its abilities, even those modified by a setting. Though, technically they should have less HP than their regular counterpart (20% in the case of Shadow Conjuration, 80% in the case of Shades, with some other modifiers for Ravenloft), and revert to hostile shadows at the end of the spell's duration, but those are things we haven't implemented for mechanical reasons.