My first thought, after reading your question, turned to that great hymn, ‘Great is thy Faithfulness’:
Great is thy faithfulness, O God my Father; There is no shadow of turning with thee; Thou changest not, thy compassions, they fail not; As thou has been thou forever will be.
Summer and winter, and springtime and harvest; Sun, moon and stars in their courses above; Join with all nature in manifold witness to thy great faithfulness, mercy and love.
Pardon for sin and a peace that endureth; Thy own dear presence to cheer and to guide; Strength for today and bright hope for tomorrow; Blessings all mine with ten thousand beside!
However, that does not address the question, what is the shadow that is caused by turning?
As the earth turns on its axis, the light from the sun is withdrawn and darkness results. It is not the sun that turns – it is constant. It is the turning of the earth that results in darkness.
God is light and He is constant – He turns not and it is therefore impossible for Him to cause any shadow or darkness.
This then is the message which we have heard of him, and declare unto you, that God is light, and in him is no darkness at all (1 John 1:5).
It is the recipients of His light that have the ability to turn, to turn away from the light of God, thereby placing themselves in shadow or even utter darkness.
We speak here, not of physical light, but of spiritual light. The shadow of doubt, the turning away from the origin of spiritual light which results in being plunged into spiritual darkness.
John 1:1-5 and 14 directs our attention to the link between God, the Father of lights, and the Word who was made flesh and dwelt with us. Verses 3-5 explain:
All things were made by him; and without him was not any thing made that was made. In him was life; and the life was the light of men. And the light shineth in darkness; and the darkness comprehended it not.
The verses following point out that Jesus was the true Light, who came into the world to provide light to all men, but “the world knew him not”. John 3:16-21 goes on to show the condemnation that results in the rejection of the true Light of God:
For God so loved the world that he gave his only begotten Son, that whosoever believeth in him should not perish, but have everlasting life. For God sent not his Son into the world to condemn the world; but that the world through him might be saved. He that believeth on him is not condemned: buthe that believeth not is condemned already, because he hath not believed in the name of the only begotten Son of God. And this is the condemnation, that light is come into the world, and men loved the darkness rather than light, because their deeds were evil. For every one that doeth evil hateth the light, neither cometh to the light, lest his deeds should be reproved. But he that doeth truth cometh to the light, that his deeds may be made manifest, that they are wrought in God.
First Timothy 6:15-16, speaks of the Lord Jesus Christ:
“who is the blessed and only Potentate, the King of kings, and Lord of lords; who only hath immortality, dwelling in the light which no man can approach unto; whom no man hath seen, nor can see: to whom be honour and power everlasting. Amen.”
To reject Christ Jesus, the true Light, is to turn away from the Father of lights. It is to plunge into spiritual darkness and eternal cutting off from the source of true light. The true Light exposes the evil deeds and wickedness of those godless people. To turn away from the Father of lights is to reject God’s good and perfect gifts, the most precious being his Son, and to embrace evil and darkness (John 3:19).
The shadow is unbelief and rejection of the source of true light and results in “unfruitful works” (Ephesians 5:11) - evil deeds and wickedness.