The Shadow Dimensions was a realm contained within a flask to which the Doctor banished Fenric in their battle in the 3rd century at the conclusion of a chess game. (TV: The Curse of Fenric) According to the ancient Arabian legend of their encounter, the flask contained the "Seven Shadows". Like Fenric himself, the Shadows were a remnant of "the time before Time". (PROSE: The Curse of Fenric)
The Celestial Toymaker was unimpeded in reaching the location to challenge Fenric to a game. Looking at the grey void and its shifting patterns, he described it as unimaginative, a non-world, and "a dimension of shadows and half-lives." (PROSE: Games)
The Demon described his home as being "a tiny backwater in a shadow dimension ... bearing practically no resemblance to this physical universe." While the Shadow Dimensions were inside the flask, they may also have existed outside the universe, where the Demon was from. (AUDIO: Sepulchre)