Yeah, that's a bug that even Blizzard knows about. Maybe if they release another patch they will fix it. I got my Shadow Master up to level 31 with the help of an ammy from Tav and a skill shrine. She's freaking invincible, I can't imagine a whole army of Shadow Masters. Hopefully your Skeletons have at least decent AI.

I now have three of the four pieces of Natalya's Odium. All I need now is Natalya's Mark and I'm set.