Zeus finds Shade and throws a star that changes him back into his original form. Using his ability given to him by Hades, Shade phases through the floor of the realm of the gods and began to fall through the mortal realm and towards the underworld.
As Shade was falling, Zeus froze him as he was falling, right in between the mortal world and the underworld.
Shade was not able to escape and was stuck in between the two realms, following humans around throughout the day. Zeus named this prison "The Shadow Realm"