Ok, so, this isn't so much a headcannon, but more of an idea I've had for a while.
'Lil Four idea.
When I was little, my grandma used to tell me when I was out playing by myself and I ever got lonely, to try playing with my shadow?
Why not, they're always there with you, always follow you, they mimic whatever you do. Fun to mess with if you're creative about it.
I wondered what if Four's grandpa or some adult in his life might've told him the same thing at some point?
When he wasn't with his friends and wasn't helping someone with something somewhere, and ever just got a little lonely out by himself, he could try to play with his shadow. His shadow would always be his friend, it was always there afterall.
Maybe he found it a silly thought. Even if he DID happen to get lonely when off by himself, he always still had his friends. Dot, and I'm sure he had other friends from castle town he could always go seek out. If not them, then he could probably hang around and assist the adults? What point was there to play with your shadow?
And then years later, the four swords events occur.
I don't think he'd think about the "play with your shadow" thing while the events were happening. He (and the colors) would be focused on saving Dot and Hyrule.
But after? After Shadow is dead?
Maybe at some point the memory pops in his head abruptly?
Maybe he wonders if the events of four swords could have played out differently if he'd at least entertained the idea a bit, or even just once.
Maybe...