Once you’ve solved the mysteries in Octagonia, head back to the Orphanage to find a boy outside with a request. He wants you to track down an MMA fighter known as The Shadow here in Octagonia.
Head back to where the staircase leads to Upper Octagonia and go south to find a ledge you can climb up. Follow this to the end to find a man hiding in the corner, this is in fact The Shadow. Once you get his autograph, return to the boy once more to receive your reward.