
I wouldn't worry too much about the kanji meaning because you get strange situations like this that don't work in english at all without lengthy explanations.
剣 this is the character for 'ken'. As a surname you could say it as either Tsurugi or Kenzaki, and you wouldn't know until it was spoken or written in furigana.
A taste of how further complex this can get... 剣 could also be "clock hand" so....
As for your particular idea, shadow sword/blade/whatever isn't really any kind of "proper" surname so it will immediately out you as "wrong". Not to say that you can't do it, anime characters have crazy names after all that you'd never find IRL and really you're not going to be running into native speakers on Balmung, so if you want to rock Kageken, Kenkage, Tsurugikage, or whatever that's fine.
You might be able to get something you like off of 切 which is "cut". Something like Kirikage.. same problem as Tsurugikage really, but your mileage may very.
Personally I would go with something that sounds a bit more natural like 影貴 which means "prized shadow" and could be romanized as 'Kageki'.
If you're really worried about doing it "right" beyond that... don't be afraid to use the name generator. There's no shame in it and the romanizations may lead you to a name you really really like rather than just sort of accept.
剣 this is the character for 'ken'. As a surname you could say it as either Tsurugi or Kenzaki, and you wouldn't know until it was spoken or written in furigana.
A taste of how further complex this can get... 剣 could also be "clock hand" so....
As for your particular idea, shadow sword/blade/whatever isn't really any kind of "proper" surname so it will immediately out you as "wrong". Not to say that you can't do it, anime characters have crazy names after all that you'd never find IRL and really you're not going to be running into native speakers on Balmung, so if you want to rock Kageken, Kenkage, Tsurugikage, or whatever that's fine.
You might be able to get something you like off of 切 which is "cut". Something like Kirikage.. same problem as Tsurugikage really, but your mileage may very.
Personally I would go with something that sounds a bit more natural like 影貴 which means "prized shadow" and could be romanized as 'Kageki'.
If you're really worried about doing it "right" beyond that... don't be afraid to use the name generator. There's no shame in it and the romanizations may lead you to a name you really really like rather than just sort of accept.