I have a blanket answer for all of them, but I'll home in on Shadow first. This is gonna be a long one, sorry in advance.

Shadow had a lot of character development over the course of SA2, Sonic Heroes, Shadow The Hedgehog and despite being retconned, what would be in Sonic 06. A confused hedgehog that started evil, last minute honed Maria's wish (SA2), lost his memory of who he is, believing to be an android (Heroes), the black comet event happened which properly helped Shadow on the right path (ShtH), and finally he ends up as the Leon S Kennedy of the Sonic series (06). He isn't typically sinister to Sonic anymore, though they may be rivals, it'd seem they're on good terms. Shadow is smart and makes calculated decisions based on what he knows.
SEGA has stripped that entirely of him. SEGA guides their content creators on how they want Shadow to be, so instead of rallying with the team in Sonic Team Racing to see why their Host is suspicious, both Sonic and Shadow are busy with an ego battle for several chapters. In the IDW comics, Shadow at first seems a bit rational, but during the Metal Virus saga, completely ignores Sonic's warnings because he thinks he's better than Sonic, and gets caught in the Metal Virus himself. Now I still need to continue watching Sonic Prime to see how he is in that series, but I feel SEGA has really taken away a lot of Shadow's personality to kinda default him as Sonic's rival, and I think they really need to take a look at the past games and play on the character's development.

On a blanket talk for all Sonic characters, it's funny how Sonic in '91 was aimed at teenagers, and these days, SEGA seems to keep it aimed at kids on the cusp of teenagers now. They're playing it too safe and almost bleaching their cast. While IDW is trying to bring more life out of them, it has been met with some criticism, but honestly, the fanbase started in the 90's, their fans are gonna be around their 30s, 40's, 50's. While I get wanting to keep Sonic in a place where newer fans in newer generations can easily get into this, they've also stagnated a lot of character's personalities, not just Shadow's. (but Shadow was targeted as he's had the most obvious and drastic shift.) They don't want the cast to show too much emotion, even though it'd be normal for people to be ecstatic, furious, depressed or in love, SEGA would rather their characters never showed radical emotions. One of SEGA's guidelines for IDW even was that Amy can crush on Sonic but can't have a relationship with him, and he isn't allowed to reciprocate those feelings. All characters are essentially allowed to be bros within reason but otherwise gotta act like husks in front of their audience. I think SEGA hated on an Archie comic years ago, one of the covers was literally Sonic crying, due to some story reason, and tbh, with how Sonic Unleashed ended, I was surprised Sonic didn't even shed a tear or better mourn for his comrade in some way.

Anyway, to cut a long ramble short, Shadow is a whiny ass bitch and he needs to return to form in my opinion. As for the cast generally, SEGA needs to realise their fanbase has grown up, maybe it's time their characters did too. It seems they've left a potential opening at the end of Sonic Frontiers where characters may start growing up and take their own responsibilities. SEGA should stop being afraid to let their characters have emotions. No-one is perfect, it's fine for characters to have flaws and show their feelings.