I just want to point out that this is based on game-verse, as I have never seen the anime. Enjoy!
As the group had defeated yet another Giant Rat, they stopped for a break. Now that Nene had been defeated the only missions they got to go on were simple clearing operations from King Jibral. He had been appointed leader of all towns in the immediate area, including Devour Village, where they were currently working.
"Heh, these monsters are no challenge for us!" Shu shouted. Jiro rolled his eyes at Shu's confidence.
"You know, Shu, just because we're a lot stronger than before doesn't make us invincible. Don't get careless." Shu simply snorted at Jiro's words.
"Yeah Shu! Don't forget last week with that bear!" Marumaro chipped in.
"Whatever." Shu said, his Shadow sinking into the ground and becoming his normal shape. Then, a thought occurred to him. "Hey, Zola?" He said.
"Yes, Shu?" Zola replied, knowing what was coming. The only time Shu ever addressed her was when he had a question about Shadows.
"Where do Shadows go after we un-summon them?" Zola giggled at Shu's phrase.
"Un-summon?" She asked with one eyebrow raised. Shu nodded.
"Yeah, you know, after they disappear into the ground. Where do they go?" After the question, everyone turned to face Zola. She was, after all, the self proclaimed Shadow encyclopaedia. Zola, dumbfounded, only blinked.
"I…I don't know." Zola admitted head down and ashamed. The other four people gasped, and Shu faked a heart attack. There was something Zola didn't know about Shadows?
"Hah, foolish girl!" The Blue Dragon Shadow sneered as he watched through the 'otherworld gate', a purple portal of sorts, used to transport the Shadows between the real world, and their own world, the otherworld. "You can't expect to know everything!"
"She never claimed to know everything, simply that she knew a lot about us." The Minotaur argued. "And yet she doesn't know we have our own world?" The phoenix squawked.
"Yeah," This was Killer Bat, who was currently losing 5-3 in an arm-wrestling competition to the Sabre tooth. "How can she know about the otherworld? Do they not wonder how they summon us? Do they not realise we are real, and not just physical forms of their magic? Hell, we've even transformed into our real selves in front of them before!" The bat said, excitedly. The tiger interjected here.
"Look." He said, pointing to the otherworld gate. This allowed each individual creature to see the real world through their controller's eyes. What each one saw was varied angles of the same monster; a Dullahan.
"We're of!" Cried the phoenix. All the shadows were pulled through the portal, and their forms changed so that they had no feet, and instead had a "tail" like attachment to their owner's feet.
"Oh no," Shu said sarcastically, rolling his eyes. "A big, scary, headless monster. This should be easy!" He shouted, cracking his knuckles.
"On three, gang." Zola shouted, taking the lead as usual. As she cried out those numbers, each Shadow was thinking: 'I can't wait to get back to the otherworld!'
I got the idea from the creature compendium information when you fight your own dragon Shadow.
"The dragon pops through the gate to visit the master."