Azathoth said
I like the grounds of your assumption, but I do have a concern. These Paladins don't seem to be too level headed when it comes to dealing with magic, so while the leadership would come to your conclusion, would grunts ask questions once they realized that Adune was a Shade?
Edit: And the mages try to seal him, depending on his disposition. If Brand used the Wheel of Time as inspiration for the Ivory Tower I can say I am quite familiar with how they typically operate, and trapping him would likely be their first thought. Partially for study, and partially because the Paladin's could easily use the presence of a Shade as "proof" of the mage's "corruption". Especially assuming that Brand based the Paladin's on the Children of the Light from the Wheel of TIme.
Well, if Brand could clarify exactly how well known Shades are that would be helpful. I can't see them being known to commoners at all besides for passing legends and rumors like Solomon. Even to those higher up or better 'educated', I see Shades still being objects of mystery. There's not really a way for anyone to learn of them save for actually finding a Shade and sitting down to talk with it, or finding an experienced enough Necromancer that would have learned about the collateral of the process.
If it's only a handful of Paladins that try to deal with him, I can't see them being able to corner Adune all that easily. While he might be as obscure as a lighthouse, he's probably a fair deal more agile than them with the application of magic. He can get to the rooftops without issue thanks to Summoning and Alchemy will reduce his shell's weight.
Should things escalate though, like one group fails to capture him and tells of his presence to others which results in a man/shadehunt. Well like Brand said, he'll simply body hop or dematerialize. He's not beyond simply dropping possession of his armor in some obscure location and wandering about as a Shade, until he has a need to use a physical body again. His main purpose in Oslo is merely to observe the rumors of a clash between the Order and Circle. Doing that would also deal with the problem of Mages since he's then immune to most of their magic.
And while the possibility of gaining a research piece might be valuable, it doesn't seem that important with the possibility of being driven out is pending. It would involve traversing a city filled with people who are just looking for a reason to 'arrest' them or worse, to try and capture a Shade, and then get back to safety with Shade in tow without attracting the Paladin's attention. They'd probably also need to be a fairly skilled individual to attempt this, which makes them all the more valuable, and they would likely be accompanied by Guardians. You're more familiar than me with what the Circle is based on, but unless they're of the mindset that researching/advancing magic is more important than anything, I can't see them taking the risk.