Your depection of the Shadow is the closest to the one of my childhood. When I was young, I either wanted to be Batman, the Shadow, or a Ghostbuster. And with the Shadow, I primarily embraced the 1930s radio show, the 40s pulps, and the Dennis O'Neil/Michael Kaluta comics, which were both very dark, gritty, and menacing, but with a sense of off-beat humour mixed in. I'm probably one of the few Shadow fans that dislike his "superpowers". I always thought he was mortal with mad ninja skills, who could induce fear and hide in a lit room and you never knew it; I loved the fists and guns and blood, back when he was judge, jury, and executioner.
I think "versatile" really fits your style. There's such personality and story and atmosphere packed into a drawings. The characters aren't part of background, but pop out as its own, as if it's about to jump out of my screen because the paper simple can't seem to contain it. Does that make any sense?
A question out of curoisity: When the trio now in the jungle, is anyone else from the pulp genre going to pop in, like Tarzan or Sheena?