Usually a shadow is a defined shape, such as the shadow you cast when you are standing on a pavement, while in bright sun.
Shade can be several things - it can be a ghost, a slightly different colour, and a thing that you use to keep the sun off.
But in terms of something similar to a shadow, it is an area that is shaded from the sun. Typically it's an area that is big enough to protect people from the sun. Obviously the shadow of a large object can create shade, but often it is the shadows of several objects together that create the shade. If you were sitting under some trees, it would be difficult to tell which particular tree's shadow you are sitting in, but you are definitely sitting in the shade. Is that clear?