Never have I felt so riddled by a character who is brought up so subordinately, but metaphorically is one of the most important characters in the game. Obviously, Shade controls all, knows all, and seems to be quite trusted among certain characters. My thought is that he is not one soul, but every soul there is to come. Past, present and future. Being made up of every single soul would allow him to know what is yet to come and what has happened before. Also, perhaps he can morph into a trusted person to each character so he can change the outcome of people's lives. Considering he has had an influence on Anna and Noel, perhaps he was able to morph into their father to convince them. Perhaps, he is the one who holds all the keys, and gifted them to those trusted. For example, he could have posed as Anna's father when she received the Amethyst Pendant. Perhaps because the protagonist of the game is of unknown origin and no link to any human life, we do not see him as a singular soul, but as a collection, the entity we know him to be. The only thing I struggle with understanding, is if Luna was convinced by him to abandon Elias, then who was he morphed as to convince her to leave? I'm thinking along the line of maybe Gossip Gardevoir, or maybe even Radomus. Maybe, she had a mother who she was aware of that had once passed, and Shade had morphed into her to influence her decision. I'm sure that my theory is incorrect, considering the fact that because there aren't many answers to Shade's identity, Ame can morph him freely to what she desires, but regardless, it's my thoughts.