"Shadowed" is another way to say "followed", but only when referring to people. It can be negative or positive. A negative example, "The police shadowed the suspect for several days before making the arrest". It means to secretly follow someone. It can also be positive, for example, "As a new employee, I had to shadow an experienced employee for a week before I was allowed to work on my own". I hope this answers your question!

I agree with Greg's answer too! Just as your shadow follows you naturally (as produced by sunlight) so this is a figure of speech to refer to someone following you closely, "shadowing" you.