May I use "cost reduce loction"
like: Western Fiefdoms Hall of Heroes
to bringing a card out of Shadow ???
Nope, you can only use those cards to reduce the cost of cards coming from your hand directly into play.
The only reducers for shadows cards that I'm aware of are Twilight Market to reduce the cost to put cards into shadows, and Hidden Chambers (house Stark) to bring cards out of shadows for one gold less. Otherwise you have to pay the full gold cost to put cards into shadows and to take them out. One of the major problems with Shadows-based decks is that they're expensive.
Two other shadow-related cards:
1. For House Targ the Shadow Seer from the newest chapter pack. After you win an intrigue challenge it lets you put a card into shadows for free. Pretty handy for a shadows based deck.
2. City of Lies is a plot that will let you put two cards into shadows from your hand for free.
when I use "Valar Morghulis" plot
When revealed, kill all characters in play.
then,use "Narrow Escape"
Any Phase: Put into play from their owner's dead piles or discard piles all characters that were killed or discarded from play this phase. (Limit one per phase.) Any opponent may discard his or her hand of at least 1 card to cancel this effect.
what happen when this situation?
may I chose only my character put into play ?
If you use Narrow Escape after a Valar all characters will go back into play. The only way you can really use Narrow Escape as a one-sided return is if you use it in challenges or another phase where one of your characters was killed or discarded before any of your opponents were killed or discarded.