Well, the redundant words have been removed. We don't usually repeat ourselves in English. "Do not" is normally followed by a verb - what is the last verb you saw in the sentence? That gives you the answer (ie. the redundant word that was removed).

It means "in ways that we do not change".

In this sentence, "we do not" means that the shadow could change forms (as go from light to dark, cement to water, or against the wall, you get the idea), and we are the same all the time. could mean we are different.