[@Archmage MC] I think the only way to go from universe to universe is through a terminal which you can find almost anywhere in Arcadia-1 (See OP). I'm assuming Shockwave is doing just that, using that technology. 

Could have just stuck by Bambietta who clearly stated she was from the other Arcadia. 

Lel, perhaps because invincibility stuff are banned and the Mega Mushrooms just make you super big. That worked out SO WELL for Grimlock.