Luclin watched from the shadows while the other gods went about making order out of chaos in their own twisted ways. She saw the meeting, the petty bickering, and the various power plays for which the gods have always been known. Abandoning Norrath, Luclin claimed the barren and forgotten ringed rock orbiting the planet for her own. Unopposed and through the sheer power of her will and magic, she gave life to the moon that now bears her name.
We can't know if this is the answer. It might be something entirely different. Based on the recently discovered lore connecting the Everlings, the Tunarian Court,, and the snake-like shissar who long ago fled Kunark for Luclin, perhaps it has something to do with the blown-up moon of Luclin.
Luclin was touched by many forces. The remains of the Combine Empire had fled there long ago and the factions of Seru and Katta still glared at each other across the Twilight Sea. The Kerrans who survived their sudden trip to Luclin renamed themselved Vah Shir and built their city of Shar Vahl. The vampiric Coterie spread their influence from the Tenebrous Mountains... and the Plane of Shadow touches the moon in the Umbral Plains.
Plane of Shadow... Umbral Plains... Twlight Sea... Shadeweaver's Thicket... many of Luclin's zones are named for darkness, as one side is always dark, one always light, and the shadowed srea between them is the most dangerous place of all. The servants of the goddess of Shadow, Luclin, rule there. Any mention of Shadow as something separate from an object that cast it, leads straight back to Luclin.
Assuming "The Shadow" refers somehow to Luclin, what is "of Odyssey"? Odyssey is still probably the name of a place. Perhaps it refers to one of the fragments of the moon. Odyssey clearly refers to a journey filled with dangers and adventure, and what remains of Luclin is still just hanging in the sky. The only journey it makes is round and round Norrath.
Because Luclin is such a colorful presence in the sky, its sister moon, Drinal, is often forgotten. There's no way it could have been unaffected when Luclin blew up. Perhaps the beings of Shadow fled there, and are now firming up their grip on the largest moon with nobody to stop them, this time.
Of course, this is all just speculation. SOE could announce Monday that "The Shadow of Odyssey" is a plane of spinning beach umbrellas. We don't know, but it's fun to speculate!