In order to make a thrall, you take a CORPSE and re-animate it with magic. The soul of that person is still in the afterlife or with Wyrd or whatever.
SHADES on the *other* hand are not much different. You take a avatar CORPSE (that means they DIE first. Why would it be any different from the Thrall/Ghast process??) and you re-animate it with magic. But Shades can have conversations and do things that a Thrall obviously can't. That's becuase in the case of the Shade re-animation process, the magics retain the memories and thoughts of that person. Just like a thrall and other Undead, their soul remains in the afterlife.
MB I'll reply to this about the voluntary/unvoluntary aspect of shadism when I get more time
Later kiddies