Carlos Alberto Rodriguez M.
If a card has a shadow effect and was dealt as a shadow card as part of an attack from an engaged enemy, then the shadow effect is resolved and the card is discarded in the encounter discard pile. The card dos NOT stay out as an engaged enemy.
Just to clarify, the rules (p. 20) says that "Shadows cards remain on the enemy to which they were dealt throughtout the combat phase. If that enemy leaves play, discard its shadow card from play. At the end of the combat phase, discard all shadow cards that were dealt this round."
So, you discard the shadow card at the end of the phase, not after you have applied its effects.