These days it seems I have a lot of rules questions. I seem to remember a FAQ/answer from Caleb stating that Shadow effects are not "encounter card effects", or something along those lines. I tried looking around but I have not found anything of the sort, I am mistaken?

Not sure what you're thinking of here, as the FAQ explicitly addresses this:

Q: Is a shadow card effect considered an encounter card effect?

A: Yes. Cards that prevent characters from cancelling encounter card effects also prevent players from cancelling shadow card effects.

Are you perhaps thinking of the distinction between an enemy that is immune to player card effects , versus its shadow cards…?

Oh, if you can't cancel encounter card effect, you can't cancel shadow cards as well ? I didin't know.