Hi Milan,
Your problem is that you try to edit the zipped version of the shadow library, and LDCad can't save your modifications in this format (here I got a warning telling me about the problem). What you must do is to open the shadow library file as a zip file (offLibShadow.csl in %appdata%\LDCad\shadow\offLib), extract its content in a folder, then change library location in LDCad to point to this folder (prefs->ldraw->search library paths).
Your problem is that you try to edit the zipped version of the shadow library, and LDCad can't save your modifications in this format (here I got a warning telling me about the problem). What you must do is to open the shadow library file as a zip file (offLibShadow.csl in %appdata%\LDCad\shadow\offLib), extract its content in a folder, then change library location in LDCad to point to this folder (prefs->ldraw->search library paths).