I think that's very unfair and wrong to threaten you like that....
Okay so do you know reality checking? Like the voices are not real, yes? They are just part of something in your brain going haywire. Don't let them boss you around. If they are telling you to jump out the window, tell them to shut the F up and leave you alone. (I know it seems strange to talk to these voices, but it gives you power, right?) I hear things too, not very often. Mostly like you just a "noise" type of voice like a scream or a laugh.
Tell your voices this, "You can't hurt me," and also tell them, "You have no power over me." (That second one is a very powerful statement.)
As for shadows, same thing. They are not really there and they can't hurt you. They may scare you, but they are not going to get you.
Do you have any friends or family that can be with you during this time? Anyone you trust that you can tell?
Stay safe.