Since you put Grim in there why not use that as a base for nice name.
Grim is Old Norse name used for Oden when he walked among people on this world.
The name Grim (very uncommon) is still in use here in Scandinavia today.
Gríma is old norse and means night.
So the name Grim can have several meanings, hidden, cloaked, disguised and so on.
I can’t seem to find a good Old Norse name for shadow, im sure there is one I just can’t find it right now, you could use the current Nordic words for it Skugga (Swedish), Skugge (Norwegian & Danish), Skuggi (Icelandic)
Darkness in Old Norse is Myrkr, it has transformed in to the current Mörker (Swedish), Mørke (Norwegian & Danish) or Myrkur (Icelandic)
The words Ulf, Ulv, Ulfr or similar spellings, that are common in fantasy games as Nordic names, all relates to Wolf.
Eld or Eldr means fire, sverð, sværd, sverd or svärd means sword (so you see where the English word for it came from)
So some ideas of names and there meaning
Grimskuggi ( Hidden/disguised shadow)
Grimulf (Hidden/disguised Wolf)
Grímsverð (Night sword)
Eldmyrkur (Fire of darkness)
Skuggulfr (Shadow wolf)
When you put two words together and the first one ends with a wovel, it is normal to remove the wovel.
This will give you a Nordic sounding name that is a mix of Old Norse and current Nordic languages. When I made my surname I did the following
Ulv (old Swedish or current Norwegian word for wolf)
Add “en” to the end to make it “The Wolf”
Add Skald which is a Norse word for Poet.
-Ulvenskald- which should mean Poet of the Wolf, now while that word do not really exist in any Nordic language most people living here would translate it correctly.
(I plan on playing Brudvir)
I hope this helps a bit in making your name.
PS: I am Swedish so my knowledge in other Nordic languages is somewhat lacking, if I made any mistakes I would appreciate if someone could correct me.