I have just thought one thing: if Wargs deal a shadow card without shadow effect, ok, it returns to staging area; if the shadow card has shadow effect, it keep engaged you. Ok, but..., if by other cause, there is a second shadow card (for example, Balin triggers his abilitly, or the shadow effect is "deal to it other shadow card") and this last hasn't shadow effect..., Wargs returns to staging or not?

The Mirkwood cycle doesn't have a card that forces you to draw a second shadow card when Wargs is in the encounter deck.

As for Balin, you're right that the Wargs would be returned to the staging area.

There is one on the CORE:

There is one on the CORE:

Ah, ok. Well, should be the same as with Balin. Wargs return to the staging area.

There is a shadow effect on Massing at night.

Literally, if the warg revceives 5 shadow cards, and at least 1 is without effect, his forced effect should trigger. But

the warg effect was meant for the single shadow card. It's odd and I don't think it was intended.