Is shadow and sonic related

No they are not related in any way. The fact that they are both hedgehogs does not have any relation. If you have played the game Shadow the Hedgehog, you would know that Shadow was created by an alien-type creature called Black Doom. Sonic is actually from a different dimension/world and came to the the real world (our world/dimension) by mistake while using the Chaos Emeralds. Sonic and Shadow both have the ability to use Chaos Control which is what makes them special, but they have no real connection.