Okay, so basing this off of this awesome comment I got a while ago on a post talking about my issue with figuring out how I want the Shadow Lord to be in comparison to Shad, since, in canon, they really don't thematically go together well.
Shad was the son of the man simply known as The King back in his times, and he ruled his kingdom with an iron fist. He conquered any lands he saw as a threat, and any one who became to much of an issue would be invited to have a personal meeting with him, only to come back completely loyal to their liege. The King had executed all of his biological family long ago, and so Shad became necessary if he wanted his bloodline to be carried on, as well as if he ever wanted his ideals to be carried on. And so, Shad was raised sheltered, kept within the castle walls, where The King made sure he was as isolated as possible.
Shad, however, was never the type to truly listen to authority. He always sought some form of his own freedom. Very commonly, he'd try to sneek out, though would often be thwarted by the people within the castle walls. One day, though, he managed to leave the castle, and it was that day that would change everything for him.
Outside the castle walls, everyone despised his father, while within, there was always complaint of how Shad was never as good as his father. When Shad came back to his father, reporting of such treachery from the people outside the castle walls, The King proposed the idea of the boy using his naturally destructive powers to teach those traitors a lesson, and Shad agreed, finally getting the freedom he so desired while doing what he thought was right. It wasn't until he met her that he truly learned the truth.
One day, in a small village where they'd been very actively protesting The King's rule, Shad attacked, harming some of the people and making many pieces of cropland infertile, however, he was stopped mid-attack by a figure he'd heard of: The Matron. She fended him off, her sword skills matching his, and their magicks directly countering one another. They were both stunned. During their clash, they traded remarks, with Irene finally being the one to make him realize that maybe... just maybe... his father was the one in the wrong. Of course, it wasn't just that encounter that changed his mind or anything, but it did open his eyes to another perspective...
From then on, he halted his attacks on the common people who defied The King, and actively sought out Irene, looking to see what she did. On his own, he started to notice that things in the castle that didn't make sense, such as how everyone there, without fail, acted the exact same, as well as slowly picking up on the tactics of manipulation his father used on him. Eventually, he confronted his father on this, and they got into a fight so horrible that it solidified Shad's decision to abandon his father and join Irene in her quest for rebellion. The final confrontation against The King was in the Nether, and it was there he died.
Shad's war against Irene wouldn't start until much later, and it would instead end in the Irene Dimension, where once he was killed, she'd preserve his body there, giving him an ornamented glass coffin, taking it's place as her most precious thing.
Since The King, now taking the title of the Shadow Lord, has been revived, he's only ever sought out one vessel to call his own: his son. While he could bond to whatever vessel he wants, he can only do it once, and he's too prideful and petty to pass up the opportunity of making the treacherous son he could never truly control in comparison to everyone else pay. Besides, he's gotten in his head before. He can do it again.