Shadow Antelope pets are similar to the other Non-evolvable pets in the sense they start from level 60 and have no skills. They will also take up a pet slot, have loyalty, and can be ridden. They are obtainable from the Shadow Antelope Lucky Box.
Like Unicorns, the Shadow Antelope can "evolve" to become a True Shadow Antelope and an Ultimate Shadow Antelope. True Shadow Antelope require two level 65 Shadow Antelope of the same kind, while Ultimate Shadow Antelope require two level 70 True Shadow Antelope of the same kind. The primary difference is in their appearance, where they will begin to glow. You will need the True and Ultimate Shadow Antelope Alchemy Scrolls of the right kind from the Item mall to do this, based on their respective kind. Actual Alchemy or High level alchemy is not required for this.