Great instructions and appreciate the level of time you took to explain each step. Do me a favor though and start using push blocks/pads when cutting your dado. I have had wood (especially pine) split when running across the blade and using your hand and fingers can cost you one if it happens (I was lucky). Your techniques were excellent, and the end results were fantastic.
My immediate impression was that this was shot in an unbelievably tidy "workshop". Many of these videos are f guys in shorts and flip-flops, ankle-deep in wood-shavings.
Considering the way wood expands and contracts with changes in humidity, especially with unfinished soft wood like ping, I would tack in the side support spaces in so they don't topple over, especially if the picture is moved or transported elsewhere someday. And I would add that with a wood shop of that caliber, the frame sticks should be cut on the table saw using a frame jig to ensure a perfect square with very little human error.
Technically you made a picture frame not a shadow box. A shadow box would have the art work recessed deeper in the frame with the high sides producing the shadow.
Your video is very informative but safety is horrible. Spinning tools kill, remove digits or limbs without prejudice. Please take some time if you have not already and look into shop safety.
You left out the most important step in making a mitered frame. Aside from having 45 degree cuts the critical part is to make sure the opposite sides are exactly the same size. I would have liked to have seen your technique for doing that.