Gabrielle is, or was, Casey's first wife, and Shadow's biological mother. The facts are these: at the beginning of the City at War arc, Casey was heading to Los Angeles after a falling out with April (they were still living in the Northampton farmhouse as housemates) when he stopped by the diner where Gabrielle (already pregnant) worked as a waitress, in Colorado. Casey got hurt trying to stop his truck from being stolen, and Gabrielle decided to take him in while he convalesced. One thing led to another, and they eventually got married. She died giving birth to Shadow.
To be sure, there's really nothing to stop some version of these events to occur, but it's still highly unlikely. Casey and April's relationship in the cartoon is much further along than their comic-book counterparts' was, so having them split up the way they did in the books, even on a temporary basis, may seem contrived. The story takes place over months and doesn't involve the turtles, which means Casey would need a long, independent subplot--not something the writers have ever been willing to give any character. It involves a pregnancy, which I think is still a no-no for 4Kids; the Justice Force episode managed to get around the issue, but what worked there can't really work here. In the end, you'd have to change quite a lot in order to get the story to work.
Shadow is less problematic--she could easily be made April and Casey's biological daughter, side-stepping most issues--but it really wouldn't work, since she'd still be a baby, and not the teenaged character currently in the books; at this point she'd be more plot device than character.
Interesting style, but super ugly...