A word appearing as N. lhum “shade” in The Etymologies of the 1930s, derived from the root ᴹ√LUM, most notably an element in the name N. Hithlum (Ety/LUM). It was the cognate of ᴹQ. lumbe, and thus derived from primitive ✱lumbē, which explains why the final m survived as a reduction of mb.
Conceptual Development: The earliest iteration of this word was G. lôm {“pool, sl...” >>} “gloom, shade” from the Gnomish Lexicon of the 1910s, based on primitive ᴱ✶lou̯me (GL/54) and probably derived from the early root ᴱ√LOMO as suggested by Christopher Tolkien (LT1A/Hisilómë). In this early document, G. lum or glum was “a cloud” (GL/55), likely a derivative of ᴱ√LUVU for “✱dark weather” as also suggested by Christopher Tolkien (LT1A/Luvier). In Noldorin Word-lists of the 1920s Tolkien had ᴱN. {lom >>} lhom “shadow” (PE13/149). This became N. lhum “shade” in The Etymologies, as noted above.
Neo-Sindarin: In later writings, Hithlum was designated North Sindarin and its final element was based on a loan from Q. lómë “dusk”, with the m surviving only because it was from the North dialect (PE17/133; WJ/400). However, the root √LUM “shadow, darkness” also survived in later writings (PE17/168), so I think N. lhum “shade” can be salvaged, though if adapted to Neo-Sindarin it would need to become ᴺS. lum as suggested in HSD (HSD). Given the later use of Q. lumbo for “(dark) cloud”, I think the Gnomish sense G. lum “[dark] cloud” can be salvaged as well.
A noun in The Etymologies of the 1930s glossed “shadow” derived from the root ᴹ√DAY of the same meaning (Ety/DAY). The original penciled version had {daer >>} dae, while the inked version had daew “shadow (cast by an object or form)” and Dae “shade” (EtyAC/DAY). It was most notably an element in the name N. Dor-Daedeloth “Land of the Shadow of Dread” (LR/120, 405). Christopher Tolkien had S. dae “shadow” in The Silmarillion appendix (SA/dae), but I suspect that was copied from The Etymologies. In later writings, Tolkien seems to have changed the initial element of Daedeloth to a variant of S. daer “great”, and its meaning from “Shadow of Dread” to “Great Dread” (WJ/183).