There is no shortage of Shadow stories. Walter B. Gibson was extraordinarilly prolific, supposedly writing 10,000 words per day. Probably an exaggeration, but he did write loads of Shadow stories. I am sure that a quick Amazon search will produce collections.
For Lovecraft: suggest you concentrate on his SS. Again, any of the collections you find in a basic Amazon search will do. The stories are pretty consistent, though there are a few standouts.
If you use a Kindle, there are very inexpensive, possibly free, selections of Gibson and Lovecraft.