1) The shadows are part of the images so unless a shadowless version is included, thats what your stuck with.
2) Try unchecking "Skin advanced controls/menu backgrounds" in windowblinds configuration. I can't promise anything but it should skin your menus as classic with a matching color to the skin if all gos well.
3) In windowblinds settings / User overrides you can set the skin to use specific shellstlyles.