The Shadow Paladin is is set in a modern world with a separate realm for non-human entities. Some of these entities are;
Angels : Direct messengers and warriors of God himself. They are grouped into three namely; Seraphs, Archangels and Common.
Paladins: The main fighting force of The Soliel Order, an organization that defends the human realm from threats.
Arcana Guard: An elite force that makes up majority of the Soleil Order. Most of them have superhuman traits.
Sorcerer:: Any human or Downworlder who can use the arcaneum. They are very rare though.
Downworlder: Any being that was born out of Azazel's blood. Some of them are highly dangerous hence the need for the Soliel Order. Examples are vampires, werewolves, Warlocks, sirens, beast kin, goblins etc.
Nephilim: Hybrids born from the union of an angel and a human.
Elves : These creatures are a different breed of angel human fusion. They lack the physique of a true nephilim but in place they have high spiritual power and posses insane beauty and magic abilities. An elf possessed by a demon is a Drow.
There are also minor things you might want to know before reading.
Rune : An inscription used by paladins for various tasks like communication.
Mirale: A magic tool used by paladins to draw portals.
Daylighter: A vampire who can move freely in the sun and can resist human blood.
Mundane: That's what paladins and downworders refer to humans as.
Delta Paladins: Six paladins born with an affinity for the elements (Fire, Water, Earth, Air, light and shadow)
Ten Demonic Swords: Swords forged out of the Hell is ore which can only be found in hell. Each has it's own special abilities. No one knows who forged them.
Ten holy swords: The opposite of the demonic swords. Forged from the Solus ore.