It's questionable; your DM is free to rule on this.
It's not clear that shadows in general are a viable source of obscurement for mask of the wild. All the given examples are A) natural events or objects that B) block vision. Shadows don't actually block vision, and while they're arguably 'natural' in the sense that they are the inherent consequence of having a light in the darkness, dim light in the context of the game is usually related to having brought a man-made light source into a dark place, which is probably not 'natural' in the sense of a thing that happens all on its own without human intervention.
Since the game is not clear that shadows are or are not 'natural', then the DM is free to rule on the matter, and whichever way they go, it isn't wrong.
Just as a personal observation, with dim light being by far the most common source of light obscurement in the game, its exclusion from Mask of the Wild's list of examples feels meaningful. If the developers intended for shadows to be a valid place to use the ability, why did they fail to mention it? It seems like a strange oversight to make -- so strange, in fact, that it doesn't feel like an oversight at all, but rather an intentional exclusion.
What about Darkvision?
Many creatures have darkvision, and as such treat dim light like bright light, and total darkness as dim light (within 60 feet), and that's where ruling shadows as a valid source of concealment gets really complicated. "Dim light" to one creature may be treated as "bright light" to another; you might be facing a group of creatures where some perceive enough obscurement for you to hide, while for others you're still clearly visible.
That isn't an insurmountable problem; the same thing comes up if you happen to have a creature with blindsight or other extraordinary perception. Still, the sheer fact that darkvision is so common makes dim light much more complicated than the listed sources of 'natural' concealment, which affect normal eyes and darkvision equally.
It may be reasonable for a DM to rule that Mask of the Wild works in some dimly lit areas but not others. For example, they might rule that 'natural' shadows include dim light due to tree cover, twilight, operating at night under a full moon, or being in total darkness while dealing with creatures that have darkvision; while other shadows are not 'natural' and thus can't be used for Mask of the Wild, such as being on the fringes of a torch's radius or lurking in an alleyway off a well-lit street.
Still, this idea starts getting into a lot of weird corner cases that can easily devolve into an argument.
What if it's a moonlit night but you're also within the 'dim' radius of a torch? Which source of dim light "counts"?
What if it's completely naturally dark, but you're trying to hide in the dwarf-king's bedroom, a definitely un-natural environment? That seems distinctly against the theme of Mask of the Wild.
The idea of Mask of the Wild is that you're adept at using a natural, wild environment to conceal yourself, disappearing into or melting out of foliage (or weather or whatever) where it shouldn't be possible for somebody to hide. Trying to use shadows for that feels like a different ability entirely, at least to me.