Yeah, Shadow People actually seem to be watching humans.
Which, I guess, could be creepy in its own right. But not dangerous.
Are any of them wearing hats? Most shadow people seem to be adult males, wearing hats.
Howlin, I don't know how much of the paranormal you buy into, but perhaps you have a bit of psychic ability. There are plenty of theories out there that say these kind of things are all around, but only some humans are "gifted" enough to be able to see them.
Have you tried talking to them? Asking what they want? Maybe doing some EVP recordings? Could be they are actually trying to get your attention for a reason.
It could also be that you're affected by high EMF. I know you've said you moved, but have you brought the same alarm clock or lamp or anything like that, that might be at the side of your bed with you? EMF really can mess with human brains. There is a technical name for it, but I can't remember what it is.
I guess the biggest thing to remember is, they really can't hurt you. Yeah, they can annoy you, but that's it. I know that's easy for me to say, as it's not happening to me, but it's important to remember.
Shadow People, like all paranormal occurences seem to come into and out of people lives at random. Could be that you will never see them again.