The Shadow Realm
The realm that has been named the Shadow Realm by the Mundane world is the Forgotten Realms D&D setting. With all of its history, people, places etc. as written in the 5e version of this world. That world can be explored here. A map of the world can be viewed here.
I use this setting as the foundation for considering what is possible in terms of things being pulled through the Shadow Rifts. There is no reason that another setting cannot be used, but it is essential that the Shadow Realm has a fixed identity as that identity will have a direct impact upon the Urban Arcana setting. Having a clear understanding of what the Shadow Realm is will also help in creating the back stories and histories for the NPC Shadow Kind that are being pulled through these rifts.

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Characters in header image generated with Hero Forge and background from the free assets available from Adobe Express.