At the beginning of Tsubasa Cat in Bakemonogatari, Mayoi tells Araragi that she saw Shinobu at Mister Doughnut. Araragi doesn't seem to be all that worried though, as Shinobu can't be too far away from him.
When Black Hanekawa is about to kill Araragi, he calls Shinobu for help, where she appears from his shadow and attacks Black Hanekawa. At the end of the last episode, when Araragi is riding on the bike with Senjōgahara, he notes that Shinobu now lives in his shadow.
Between when Mayoi told Araragi where she saw Shinobu and when Shinobu attacked Black Hanekawa, Araragi didn't see Shinobu or even came across her. I am wondering: When did she start to live in his shadow? From the way things played out, she must have been living there the entire time while he was looking for her.