Can someone help me with the problem of Shadow people?

You don't seem to want to accept the idea that this is manufactured by your mind, but it almost certainly is. I would guess that you had a trauma at an early age, and this vision is a manifestation of that trauma. I would also guess that considering therapy instead of assuming it's some kind of supernatural visitation is going to be considerably more helpful to you in the short term and in the long term. Since nothing else has worked, why not try that?