Natives of the plane of shadows, the shade elementals embody darkness and death...
Shade Elementals are summoned by Umbra in packs of six, and are used by Umbra to reduce your lives, since Umbra itself does not move towards the exits. At first, due to their lack of HP, Shade Elementals are relatively easy to beat, but after Umbra reforms for a few times and destroys several of your towers, it summons increasingly large number of these enemies, quickly turn them from weak cannon fodder to a deadly threat. In addition, the Shade Elementals' very poor bounty (5) also makes it difficult, though not impossible, to rebuild towers destroyed by Umbra.
Do not be fooled by their appearance, these beings deal abnormally high damage, enough to wreck Footmen and Knights alike, so your best bet to hold them back is using Assassins to dodge the deadly blows. Knights Templar work nearly as well, but cannot kill as effective and thus risk being overran by many Shade Elementals. Skeletons, being numerous, can stop Shade Elementals for a while, but since the Necromancer cannot raise skeletons from these enemies, his skeleton reserve will inevitably run out. Keep spamming Reinforcements, since they cannot do much against Umbra, they should be used to their fullest extent to slow down its minions.
AOE/multi-target attacks are almost vital to defeat Shade Elementals; Pestilence is a good choice, so is Rain of Fire, Critical Mass and Barrage, and potentially Unstable Disease if Bonehart is available. Purchase these earlier in the stage, you would not want them to eat into your gold reserve for rebuilding towers.
You should also take a look at how to defeat Umbra, if you haven't already.