Your dog is most probably showing Obsessive-Compulsive behavior. In this problem dog starts chasing unseen shadows, snap unseen flies, sometimes chewing on it paw, tail chasing etc. It is always recommended not to train such dogs with laser pointers or spotlights. Labrador and Golden Retriever are most commonly getting this problem. Take it to walk daily in the morning. Regular walk and exercise can work.
I am not sure you can stop him from chasing shadows. You could try to distract your dog when he sees the shadows. What type of shadows does he like to chase? Is there any way to repel whatever is casting the shadow from your yard so that you can just eliminate the shadow instead?
He might be bored