This is just a theory
They said TPN anime is original and there will be changes in Shadows House scripts so I just made a theory
I think Shadows House is in the demon world. The dolls used to be orphans in the farms instead eating them, Ratri let them to be the face of the Shadows. Before they became dolls They removed their memories of their life as a orphans and they removed their marks to. The reason why demons are not attacking them because Shadows House have a shield. The officials haven't confirmed that s2 is the end of the series there might be 3rd season or movie to explain the slide shows and the events of ep 4 and ep 5 and Shirai recommended to TPN fans to watch this series.