Quick query, as venomous blade is an attachment the query of weather it can be placed in shadows during the set up phase came about, the rules state that to put an attachment in set up it must have an eligible target and have the set up keyword. However shadow cards are, to my understanding, essentially blank cards with no text or ability until they are brought out of shadows at which point VB must follow standard restrictions as it attaches, and in setup you may play a card into shadows for 2 gold.
I had a look at the faq and shadows rules and couldn't find anything decisive one way or another, i know that in an unsporting way my opponent isnt going to know when i put VB in shadows, at set up or otherwise, but the sporting and rules curious player in me would like some clarification.
Venomous Blade at set up
Shadow Rules:
"SHADOW cards can also be placed into Shadows during setup, by spending 2 gold from the initial 5 gold allocated for setup."
SHADOW cards is the operative word here. No provision for card type whatsoever.
Remember that until you bring a card out of Shadows, it isn't a character, location, event, or attachment, anyway. It is simply a "Shadow card." (Said another way, when you play Venomous Blade into Shadows, it does not count as playing an attachment because as far as the game is concerned, it is a "Shadow card," not an attachment, at that point.) So the rule about placing attachments during Setup doesn't apply to cards that go into Shadows - because you are not actually placing an attachment. Otherwise, you wouldn't be able to place Shadow events, either.
All of that boils down simply to the fact that the Shadow rules for placing Shadow cards during Setup controls here.