If a shadow card dealt to an enemy has Victory points it goes to encounter discard pile, not on the victory discard pile, right?

Correct. Indeed, it is worth noting that to get the card in the victory display you have to defeat/explore it, not just discard it, so even if you used an effect that said "discard an enemy" on a Victory Points enemy that was in play, you'd still not get it into the victory display.

Thank you!