I played a Shadow Walker in one of our first Nerekhall tries and at some point I wondered, when the Shadwo Soul is placed. The skill says, that it is placed aftern an attack that is not a miss, but does this happen before the damage is applied? If not, the Shadow Walker needs to attack to times in a row to get the effect of most of his skills.

I asked FFG about a week ago, yet to get a response. Currently we are playing that once dice are rolled and it's determined range is sufficient even after surges are spent and no X is rolled then the attack is not a miss. Therefore before damage is dealt the soul can be placed. That's how we play it

The answer is found in the rules regarding order of phases of combat. To make a long story short, you declare the attack, determine if it hits, place the shadow soul if so, then spend surges, then calculate damage.

So yes, the bonus damage from the shadow soul applies on the same attack that summons it.

Ah, thank you very much! I did not thought about looking into the vanilla rules to look something like the combat phases up. But it is so obvious ^^