With the caveat that this is knowledge the Shade has but Stone does not:

Wards or binding can restrict its movement for as long as the magic lasts, which is usually not past the next sunrise. Any purification magic could harm or potentially kill it when it's outside a host. Ritual is not required, nor is it particularly common. It isn't aware of other human magics that can harm it, but that doesn't mean they don't exist.

It's also vulnerable to other predatory spirits (not ghosts) - Shades will occasionally eat each other in the absence of another food source, and there are much nastier things out there than Shades.