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Shades says that it mimics spells of eighth level or lower, and notably doesn't have any material components. If my sorcerer used Shades to mimic trap the soul, would he need to supply a gem of x thousand gold worth or would shades create a permanent quasi real shadow gem?

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RAW, all the shadow conjuration and shadow evocation spells bypass the need for material components, even expensive ones. So yes, you can use it to trap the soul. Forcecage becomes an attractive option too, on the evocation side. Of course consensus even among those who write PF shadow conjuration guides is that is pretty cheesey and they probably wouldn't allow it at their table.

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Generally when a spell mimics other spells such as in this case it operates like wish does. Wish has its own cost, but when the spell it mimics contains a costly component you are forced to pay it. Since this doesnt have any clause about it, its not known for sure. But when costly components are involved, you will likely have to pay the price.

Wish

When a wish duplicates a spell with a material component that costs more than 10,000 gp, you must provide that component (in addition to the 25,000 gp diamond component for this spell).

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    \$\begingroup\$ Is there any other reason besides both being spells that can emulate other spells that wish should be like shades et al.? That is, does Pathfinder actually point the reader in that direction somewhere? \$\endgroup\$ – Hey I Can Chan Oct 25 '16 at 23:32
  • \$\begingroup\$ I will be fair in that I only know of a few spells which give blanket access to lower level spells. All other instances are specific spells and offhand none of those have costly material components. Wish and miracle both require you to pay but are the blanket spells. \$\endgroup\$ – Fering Oct 25 '16 at 23:44
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    \$\begingroup\$ Actually, even Wish and Miracle only need you to provide the material component if it is more expensive than some threshold (10Kgp or 100gp). There is no reason at all to suppose Shades works the same way with an arbitrary threshold. \$\endgroup\$ – Anne Aunyme Oct 26 '16 at 8:29

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