I chose to portray the Shadowfell as host to all of the dead gods, so in my canon it gets its dim light from the dead god Amoth. My players once had to cross a dilapidated bridge there fight over by sword wraith and wights with their zombies which led to collapsing large sections of said bridge to avoid the undead hordes. Good times.
I actually am planning on running a campaign at tier "4" of play. (4 is in quotes because I am using a homebrew that goes up to level 30). They start with curse of strahd, into eve of ruin, into a homebrew campaign with a certain snake elder evil named dendar, there will be optional bosses like shar aswell, maybe even the raven queen.