The description of the sorcerer subclass "Shadow Magic" (XGtE, p. 50) starts off with the following paragraph (emphasis mine):
You are a creature of shadow, for your innate magic comes from the Shadowfell itself. You might trace your lineage to an entity from that place, or perhaps you were exposed to its fell energy and transformed by it.
Off the top of my head, I can only think of Shadar-Kai (MToF, p. 62). Other than that, I can't think of suitable creatures - Darkmantles or Skull Lords among those not even humanoid, and it's hard to imagine Meazels (MToF, p. 214) or Skulks (MToF, p. 227) having any offspring.
Are there any entities in the Shadowfell known from 5e or previous versions, aside from the Shadar-Kai, that are known to reproduce with other humanoids?
Or does "entity" include an immaculate conception from the Raven Queen? :D