Modern astrology posits that when a planet that goes retrograde and then direct, it also passes through a "shadow" connected to that cycle. The idea is that, for example, if Mercury goes retrograde at, say, 12º Taurus, and then travels back to 2º Taurus, then the "pre-shadow" period is from the time that Mercury originally reaches 2º to the time it gets to 12º, then the "post-shadow" period is when it goes direct at 2º to the time it reaches 12º again.
This is a purely modern invention, and has no basis in Classical or Medieval astrology.
If this were true, then Mercury, for example, would spend over seven months of the year debilitated by being either retrograde or in the shadow. This would mean constant problems, especially for those who are ruled by the planet.
Those who espouse this idea claim that they have observed the shadow effects during these periods. However, there are no specific examples given, just generalities. Also, it's curious that this is something that was not observed by the great astrologers of the past, who did a lot more actual observing, of the planets themselves, not just their cycles on charts.
When observing retrograde cycles, I encourage you to pay attention to the stations and the actual retrogrades, and while I won't discourage you from trying to tease some meaning out of this "shadow" idea, I recommend that one have lots of specific examples before including it in any readings or predictive work.