Re: shadow boxing
IMHO I'd say it's very important, if not just as important as hitting the heavy bag or sparring. It's something that you can do everyday without ****in up your body too much. Shadow boxing is also something you can do anytime without needing any equipment or a training partner.
If I wanted to really be good I'd shadow box all the time. I'd shadow box after waking up, before and after running, before meals/shower/bed.
You also mentioned the speed bag. That thing is probably something you can skip altogether. Your time is better spent jumping rope or other conditioning work.