The speaker is deeply lonely, so lonely that the only company left is a shadow. It lies beside them, "wispy and bare," and the repeated "hollow and hollow" makes the friendship feel empty even as the speaker clings to it. When the speaker says they stay in the dark because that is where the shadow can be found, the darkness stops being something frightening and becomes the only place they feel accompanied. The line "Not the Devil, mind but..." sounds like the speaker defending this strange companion against our assumptions.
The light, by contrast, is cursed as "a murderer." Judging by the imagery, light seems to destroy the shadow, since a shadow cannot exist without it, and so it takes away the speaker's one ally. The closing "Goodbye friend / My only friend" is quiet and sad, and it suggests loss or parting. The mood is bleak, intimate and resigned, with a dark undertone in the hidden "blood" that the poem never fully explains.