Can this be done directly from my hand (attaching it to a unique card already marshalled and brought out through normal process), or must the dupe be brought through the regular shadow marshalling process and only attach as dupe after it comes out of shadows?
Duping a shadow unique
You may choose which option you want to use. Both of them are valid.
When you play a dupe, you are playing a "dupe" - a titleless, textless, traitless, and crestless card. So you can dupe with a Shadow card directly from your hand. Or you can pay for and put it through Shadows the regular way with it coming into play as a dupe when you bring it out of Shadows. Both work - the same way that "playing" and "putting into play" dupes of non-Shadow cards works.