Shadow pokemon will triumph over everything. Just because MegaPokemon don't neccessarily do damage to themselves don't mean anything. And the only reason why normal pokemon overcome the shadow pokemon is because it is designed for you too. If it wasn't designed to then Shadow Pokemon would win. And Look at Shadow Moltres. Shadow Flame is a OHKO just like Shadow Bolt and Shadow Ice. XD001 aka Shadow Lugia is basically the only one that survived that. Don't forget the move that brings in a Shadow weather were normal pokemon and mega evolutions are effected except for shadow pokemon and it is permanent since it isn't a real weather. Point being Shadow Pokemon will win.
Edit:
BTW IT WAS TEAM SNAGEM THAT FIRST CREATED SHADOW POKEMON NOT THE CIPHER ORGANIZATION.
Let's run some calculations then shall we. And the point is to show that Shadow moves are obviously not guranteed OHKO's since Megas are often really bulky, and Shadow Pokemon receive no STAB upon using said moves.
Shadow Moltres vs. Mega-Kanghaskhan. Correct me if these calculations are off.
252+ SpA Shadow Moltres Shadow Fire vs. 4 HP / 0 SpD Mega Kangaskhan: 176-208 (50 - 59%) -- guaranteed 2HKO
252+ Atk Parental Bond Mega Kangaskhan Return vs. 4 HP / 0 Def Moltres: 292-343 (90.6 - 106.5%) -- 37.5% chance to OHKO
If you're unfamiliar with the format, the line endings sum it up: Shadow Fire is a guarenteed 2HKO against M-Kang, while M-Kang's return has a 37.5% chance to OHKO, and 100% chance of a 2HKO.
Obviously if we're trying to generalize here, specific scenarios aren't exactly the most useful, but in most cases, Megas have increased stats and ways to take a non-STABed Shadow move, if not out-speeding the opponent and taking them out first.
And btw, Cipher's Ein created the Shadow Pokemon didn't he? Snagem just helped collect the Pokemon (correct me if I'm wrong ._.).