It's not a bug, it's just how maths and "luck" (aka RNGesus) works. Think of it like this (Please note: this is not official info, I'm just speculating here): Every time you kill a monster, the game casts a die. If the die has a number equal to 5 or higher, you get a shadow, if not, you don't.
Basic maths suggest that you may or may not get 0 to infinite amount of shadows due to factors affecting how fast you kill the monsters and RNG working in your favor or not. If you kill 1 monster in 1 minute, then you will kill 60 monsters in 1 hour, if you kill 1 monster in 5 seconds, you will kill (theoretically) 720 monsters in 1 hour. Now, due to you killing about 12 times more monsters in the 2nd option, the chances of you getting shadows does not change. If the chances are x, then you will still get a shadow after every fight depending on that x, it's not affected by anything other than itself: the chances of you receiving a shadow after a fight. "Then what's the difference?" you ask? Well, the difference is, the die is cast 12 times more than the 1st option. In the 1st one, the die is cast 60 times, just 60. How many will you win? 0? 5? 10? All 60 of them? Maybe. 2nd option, how many will you win? 0? 5? 10? 60? 120? 240? 420 (blaze it)? 69 (eheheheh)? Who knows. The only thing left to do is just keep going. Keep trying and you will eventually get shadows. I remember using the 50 diamond ring (bring it back to 20 diamonds please) and using it during cloister, lo and behold, I get nothing. Because it happens, that's the only explanation.
Or something like that, I don't know, I can't be bothered to sit down and think about it, then go ahead and write a long paragraph on explaining how it works. It's just luck.