The Four Shades were created by and from the Primordial One, and they seem to have had a lot of influence over almost every corner of Teyvat, but we don’t really hear much about them.

NameDomainArtifactWeaponCurrent status
NaberiusLifeFlower of LifeSwordFused with Rhinedottir after she ate Naberius’ heart.
RonovaDeathPlume of DeathPolarmAlive, last seen when Capitano did his whole thing in Ochkanatlan.
Istaroth | KairoTimeSands of EonCatalystUnknown, but mentioned / alluded to in many books.
UnknownVoidGoblet of EonothemBowUnknown
Primordial OneReasonCirclet of LogosClaymoreUnknown

The last Shade is still a mystery to us, but we can at least guess that they are either the Shade of Void or the Shade of Reason — I’m leaning toward the former, with the Primordial One representing Reason.