The entire conceit of the movie is that it's a modern Grimm fairy tale, with hooker fairy godmothers, pimp mad hatters, and pedophile boogeymen. The shadows are just a reflection of that.
Okay, so this looks awesome AND the related videos led me to "The Cement Garden"which is one of the most disturbing films I have ever seen and I thought maybe I should see it again. Right now.