I don't think it's possible to remove and then put the shadow again... Well, I've never seen such an action anyways. What you can do is what Ryushi said, duplicate that unit and in the copy just remove the shadow, then change between, if it's a hero, just set values of the level, and ability levels, and voila.
I dont know for sure but maybe you could add the ghost ability to the unit. since it makes the unit invisible maybe it removes shadow, but then again im just shooting out ideas
Ghan has said he has fixed this. Monovertex please confirm this fix. This was only a problem with people that had signatures in the upper levels like not the special members but the respected members.