Something I noticed and can't stop thinking about...
Shadow Milk Cookie is obsessed with control. He treats everyone like his puppets and projects his problems onto them as if they were his dolls (White Lily, Ash Salt).
Yet, When you lift him in the Kingdom (you are something like a God/Witch to them) HE turns into a puppet, with strings hanging from above to control him. When he dies in the Arena, he turns into a PLUSH/DOLL after taking damage and heals himself.
Even in the story, he appears several times as a literal puppet (as well as making puppets of others for his performances).
He treats everyone like puppets, craves control, and ultimately finds himself controlled and manipulated by others. Very ironic. But there's something else that interests me. His need for control didn't come from nowhere. It's a desire for freedom, to make his own decisions, and to be whoever he wants. From the beginning of his existence, someone told him from above who he should be and what he should do. He was always treated inhumanly, as an object, a tool, exploited and betrayed by others. Ultimately, he became obsessed with being the one "pulling the strings" because then no one would use him anymore, a GOD (Witch).
My theory is that Shadow Milk may be some kind of manifestation of the witches' traumas, and how desperately they tried to create a "perfect world" of Cookies, better than theirs. Shadow Milk may have been the first truly divine and powerful cookie they created back then (he's much older than many legendaries). They created him in their image and likeness, which is why it's so hard for Shadow Milk to identify as Cookie, and sees more similarities between him and witches (since he represents knowledge, which to me is the most similar to them). I also think that Lily is also connected to this, but I'll talk about that MAYBE another time, I have a very long and crazy theory why. This perfectly explains why he appears as a doll, something that was created to hold the trauma and misfortune of his creators.
What traumas and similarities does he share with them? Well...
LOTS of similarities to First Sprinkle
Not to mention the fact that he drowned like First Milk, we also have the Witch of Light, etc. I know some of them fit other beasts, but it's still interesting how this fits Shamil. Both witches and he were exploited because of their gifts, faced injustice, and were hunted for it. They longed for a better world.
Hehe... But there is another witch who wants control over the Cookies, strangely similar to Shamil, whom I forgot to mention. Hehe...