As of the latest chapters I've read, Megumi is still alive in the manga. Usually, such major character deaths are significant plot points and would be well-publicized if they occurred.
Typically, megumi fanfic often focuses on his personality traits. His stoicism and determination are often highlighted. For example, in many fanfics, his unwavering resolve in the face of danger is a central theme.
Well, Megumi's story in the manga was full of twists and turns. She had to overcome various obstacles, and there were also some unexpected developments in her relationships with other characters.
Nope, Megumi is alive. The author has chosen to keep Megumi's character alive to continue developing their story and interactions within the manga's world.
The shadow was real. In " Celebrating Years," the Shadow was Chen Pingping's personal guard, the younger brother of the Great Grandmaster Sigu Jian, and the son of the Dongyi City Lord. He had always been by Chen Pingping's side and was her most loyal guard. Although the Shadow's identity had always been kept a secret, he played an important role in the play and helped Fan Xian assassinate the Qing Emperor. Therefore, he could confirm that the shadow really existed.