Hurray for Linda G! She's the only one who believed it might be real.
Please don't dismiss your daughter's fears as irrational. Linda is right - and I have first hand experience with it - children are much more sensitive to the spirit world, and it will be around 3 to 3 1/2 that she starts to lose that sensitivity.
My son would tell us about a woman who visited him in his room and talked to him. (he was 20 months at the time) We never doubted him, because we have no problem accepting the spirit world. We asked him what they talked about, and what the woman looked like and such. He gave great detail, and the detail never varied. He said she was very nice and was just there to watch him.
One day it occurred to me that I had never asked him if she had a name. He said her name was Karen. Please understand that at that time, he had never met a Karen, we didn't know anyone named Karen, and he was not yet allowed to watch television, so we knew it didn't come from an outside source.
However, my husband had a sister named Karen (whom we had never mentioned around our son) and she had died in 1986. My son was born in 1999. We have no doubt that it was his sister, and that she continues to watch over our children.
Catholics aren't the only ones to have house blessings. We are Lutheran, and had our Pastor come and bless our house, also. As Linda said, it's just a blessing, and gives great comfort to us, knowing that we have consciously invited Christ into our house, to be part of our lives and home everyday.
Although Karen wasn't the only "imaginary" friend that our son had (he had many), none of them were ever scary to him. He wasn't afraid of any of them, which tells me that the house blessing worked. Only the good spirits came through. So please consider having it done, so that your daughter doesn't have to deal with the scary shadow anymore.
Of course, you can always write me off as a nutcase! :) But if you knew me, and knew how practical and down to earth I am, you would take me seriously.
Best of luck - I hope it works out SOON for your little one.
J.