Yeah, it's a bit messy. The biggest problem is how do we resolve attachments coming out of the Shadows, specifically Dragon Skull; although events are hairy too despite following a logical sequence of steps. Nate has his plate full in terms of coming through with a nice, clean explanation (and possibly new set of rules).
As for when an opponent takes control of a Shadows card you own, if it is directed back into the Shadows it goes into its owner's area unless stated otherwise. Balon (KL) is an exception to the rule because his ability specifically says to put it in its controller's Shadows.