Not literally, but metaphorically…
Shadow was once a thief called Clyde, who left his partner to die during his younger days.
But there’s a question of what happened to Shadow at the end of the game.
After the party has killed Kefka and is escaping his crumbling tower, Shadow says “Baram… It looks like I can finally stop running… Come and find me all right?” (the Japanese version of this translates back into English as “Billy! I don’t need to flee anymore. Embrace me warmly.”). Shadow remains in Kefka’s Tower as everyone else, including Interceptor, returns to the Falcon. It is suggested he did not intend to survive the tower’s collapse, and his fate is left unknown, as he does not appear on the Falcon with the others.
The English and Japanese versions differ, but they lead to the same conclusion: he’s going to die in Kefka’s Tower and see Baram in the afterlife. For most of the game, he’s been running away from his past.
But also consider that he was also looking for Baram, that is looking for a reason to die. He also was looking in all of the places. The dreams he has at the Inns recount his steps.
- In the first dream, he’ll see a man Baram calling to him for help.
- The second dream will reveal Baram and Clyde (Shadow) as great train robbers. They just got away with stealing a million GP. They’ll name their group the Shadow Bandits.
- In the third dream, Baram’s wounded. Clyde tries to carry him to town. Baram orders Clyde to leave him behind. Clyde refuses but finally gives in. Baram asks Clyde to kill him. Clyde is unwilling, so he runs away.
- In the fourth dream, you see Clyde waking up in Thamasa. A woman nurses his injuries. A dog running up to greet him.
- The fifth and final dream takes place when you rescue Shadow from the cave on the Veldt. It shows him leaving Thamasa with Interceptor and leaving a girl behind.
Also note that we find him in a lot of perilous places, especially during the World of Ruin. He appears hurt in the Veldt Cave, left for dead or drunk in the Dragon Neck Coliseum.
He’s trying to die. And if you waited for Shadow, you prolonged his suffering.
Consider this: Shadow couldn’t kill his friend out of mercy. He didn’t wait for him. Shadow’s guilt was so nerve-wracking that he had to suffer through life with guilt. He believes he deserves to die and doesn’t really overcome this thought.
If you don’t wait for Shadow on the Floating Continent, he’ll die. If you wait for Shadow on the Floating Continent, he’ll end up taking his life anyways. We experience what Shadow went through. No matter what, one he’s in your party, there’s no right way to save him. Just like having no right way to save Baram.
Perhaps the merciful thing to do was to leave Shadow behind to spare him from taking his life. But you’re a good person, right? And you want some sweet ninja action in your party, right? But was it all at the cost of Shadow’s pain?
He seems to get it at the end, right?
Shadow: Friends…and family.
Sounds like it. But make no mistake, he still feels guilty for abandoning both. And the suicidal always seem the happiest once they come up with the “solution” to their problems. After Kefka, he carries out his final act…