So after kill kefka, why that morron of Shadow stay there just to die!!!?? WHY??? some answer pls…
Shadow’s dreams show the story of the train robbers Baram and Clyde (a clear reference to Bonnie and Clyde). After a successful robbery, Baram suggests the name Shadow for the duo. In another dream, Baram is apparently mortally wounded and asks Clyde to deliver his coup de gr�ce, but he runs away instead, not being able to go through with this. Clyde makes it to Thamasa, where an unknown woman invites him to stay. Along with a dog, he is seen leaving the house where Strago and Relm live. He later leaves that home saying he wants a girl, his daughter, to live in a happy place. Interceptor attempts to stop him, but the exact line is, "You’ve come to fetch me. But I won’t be going back. I want you and the girl to live in peace." This suggests that Shadow is leaving because his wife or lover, the woman that found him once injured in Thamasa, has passed on.
Shadow shares three notable similarities with Relm: first, the two are the only characters who can equip the Memento Ring (which has the description "Departed mom’s love protects against fatal magic attacks"). Second, they are the only two people that Interceptor likes. Third, they both can be found at the Veldt, in the World of Ruin, depending on if you saved Shadow or not.
Another character in Final Fantasy VI, Strago Magus, makes it very clear that his daughter, Relm’s mother, passed on shortly after her birth. For Relm to have been alive while Clyde abandoned her, his wife and/or lover indeed had to have died prior to his leaving.
These facts, along with Shadow’s dreams, lead many players to evidently conclude that Shadow was once Clyde Arrowny, Strago Magus’ "son-in-law" and father of Relm Arrowny.
But, whatever the case, Shadow is Relm’s father. It’s a rather sad story, really.