: They've been around for while becuase Sinis was enarly
: killed by Mazzarin (an avatara of the 4th age)
Third, actually. Mazzarin was killed in the Wind Age. You're probably thinking of the flavor that says of all the Avatara in the Four Ages (Axe, Reason, Wind, and Wolf), Mazzarin was the most powerfull.
Also, it appears from some sources (Myth II flavors, GURPS) that the process of becoming a Shade is voluntary. It's possible for Shades to be made from reanimated corpses AND have it be voluntary - they have to take their own lives or something - but then there's the issue of Mazzarin and Sinis, both of whom, it appears, were killed against their will and later made into Shades.
It seems The Watcher killed Mazzarin and made him a Shade, then Shade-Mazzarin killed Sinis, and Sinis was made a Shade. But unless they decided to join the Dark to save their own lives on their death beds, then this goes against the whole Shades-are-voluntary thing.