Thank you for the comment!
Well, there are several endings for the characters. You can help the lost shade in a secret ending, but first you must help the others shades. You can do this by talking to the leader of them. He asks you three times if you want to "do this". Say no the third time and he will give you a new option.
That makes the lost shade trust you and gives you a new path to follow in the tunnels.
Hope that helps!