Unlock marth then use him to beat classic mode.
Play as Marth on classic mode (no continues) or play 900 vs matches.
You can't, you can only unlock him in SSBB.
I looked up how to unlock them and people say that you need to beat Cruel Melee. I tried it with Roy and succeeded but there was no Tails or Sonic. You should maybe try to use different characters.
Get marth and beat classic mode with him
Finish the subspace emissary.
because no one liked him in ssbm
You can't unlock Shadow in SSBM. You can unlock Shadow in SSBB though, he is an assist trophy. In SSBB, you can use a texture hack on Sonic to make him look like Shadow and you can play as him.
too bad it doesnt exist
You can't
In SSBM, you have to beat him with Marth after you finish classic with Marth.
you have to do all star mode without continuing
All of them.