Can Shadow use its action anytime or just at the start of combat?

Shadow's activated ability can be used during your Main Phase (when the game state is Open) and during a showdown. It is not restricted to the start of combat.

Ruling: Shadow's activated ability is: [Action][>] [1] [A] , [T] : [Stun] an enemy unit attacking here.

Because this ability includes the [Action] keyword, it is governed by Rule 806. Specifically, Rule 806.1.c.2 states that for abilities, [Action] allows the ability to be activated during showdowns on any player's turn.

Rule 145.2 establishes that while activated abilities are generally restricted to the controller's Main Phase during an Open State, the [Action] keyword grants specific permission to activate the ability during showdowns.

Timing Considerations during a Showdown:

• Action Timing: Because this ability has the [Action] keyword, you can only activate it when you have Focus and the state is Open (meaning no chain currently exists).
• Responding to Opponents: If an opponent plays a card or activates an ability that starts a chain (making the state Closed), you cannot activate Shadow's ability at that time, as you would need a [Reaction] ability to interact with an ongoing chain. Once that chain resolves and the state returns to Open, you may then use your Focus to activate Shadow's ability.

Note: I could not fully verify this ruling against the retrieved rules. This interpretation is based on the [Action] keyword rules (Rule 806) and the text provided for the Shadow card. FAQ #10331 confirms that Stun does not prevent a unit from exhausting to pay for an ability.