Are there published magic artifacts with origins from the Plane of Shadow (aka the Shadowfell)?
The introduction to the Hexblade warlock patron, found in Xanathar's Guide to Everything, p. 55, says:
You have made your pact with a mysterious entity from the Shadowfell -- a force that manifests in sentient magic weapons carved from the stuff of shadow. The mighty sword Blackrazor is the most notable of these weapons, which have been spread across the multiverse over the ages.
If Blackrazor was carved right from the stuff of shadow by an entity from the Shadowfell, it stands to reason that Blackrazor's origin is the Shadowfell. Statistics for Blackrazor are provided in the Dungeon Master's Guide, p. 216. And Blackrazor itself makes an appearance in the 5e publication
Tales from the Yawning Portal, in the adventure "White Plume Mountain," p. 95.
It also shows up in older-edition sources, but I omit them because (a) your question is tagged for 5e, and (b) the Shadowfell connection appears to be a 5e concept in that it was never explicitly mentioned in any of the older sources.