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The first one, with the shadow, is called something like "Fairies" and was a 1/2 or so special from the early eighties. There was the hero—a kid, a faun who could shapeshift, and a little guy with a miner's helmet they called a "kobold". At one point some trolls or something tried to eat him and sang about "Kobold Stew."
Does that sound right?
EDIT: "Faeries".
http://www.imdb.com/title/tt0192008/
and
https://www.youtube.com/watch?v=uwNJfs9O8RI

I'm pretty sure this is an anime of some sort, it was a short film I think, and all I remember was that the hero had to go into a tower where an evil shadow lived and that if the shadow attacked the hero's shadow it hurt the hero. That's all I remember, seeing Princess and the Frog recently reminded me of it.
I think it also came on a Dvd collection with an animated version of The Dancing Shoes and some story about a girl who goes into a goblin's castle to rescue a prince who was turned into an owl but while there she cannot say a word or she'll drop dead (wouldn't mind knowing what that one was either).