Especially interesting as they share a model with (or are) Voidwalkers.

They're mostly classified as demons but, there are so many unidentified elements it's hard to say. I'd say they're part of the nether which could possibly be that last mysterious element that Nobundo almost saw. Who really knows though.

The shadow elementals in Wintegrasp never did make much sense.

shadow elementals in WG are there for our dailies and to farm eternal shadow

They're likely elemental forms of the twisting nether.

Remmeber too that Voidwalkers are barely even demons, and function more like elementals.

They certainly have no connection or affiliation with the Burning Legion, and seem to just want to more or less do their own thing, IE, consume whatever energy there is around them. Maybe they're the elemental spirits of vacuum?

Well, as far as crafting goes we've had six elements since launch: the four Greek elements, plus shadow and life. While you can find elementals of water, wind, fire, earth, and life all over the place, shadowy elementals are, to my knowledge, only found in Wintergrasp (oh, and apparently in Frostmourne Cavern). That role is otherwise filled by demons (especially voidwalkers) and undead.

You'd think there'd be space in there for the Light, too, but I guess it's harder to justify sending heroes out to destroy creatures infused with the Light.

Don't forget arcane elementals. And Naaru may well be Light elementals of a sort.