While it isn't stated in their codex, all shades seem to be hunger and sloth demons. The Codex entry: Demonic Possession, directly states that they are sloth demons in their true form, which can be stretched to include hunger demons, as both lack any other form that they haven't stolen from other creatures. Codex entry: Cautionary Tales for the Adventurous describes an encounter with a shade that exhibits a behavior consistent with the one attributed to these demon types. Finally, shades specialize in Entropy spells, just like the devouring and shambling corpses, which are confirmed hosts for the hunger and sloth demons. This is further confirmed by corpses and skeletons occasionally leaking grayish-black substance at death or when severely injured: this substance is of exactly the same color as shades themselves. Moreover, in their dying moments, shades will always dissipate into a cloud of the same substance.Shades are divided into two types: lesser and greater. The latter gain stat increase and several additional abilities. Both types have got 50% Fire resistance and have normal reaction to any other damage. Like all demons, they're also immune to stun and knockback/knockdown effects. Finally, they rely on mana and are thus vulnerable to templar abilities, Mana Drain/Mana Clash and Magebane Poison. See: Dragon Age: Origins