While it's not a scary story - Lack of sleep + Shadow People is something which I've experienced many times. Let me explain:

As someone who plays way too much PC, I always seem to end up having a lack of sleep. However combine this with Shadow People and you have a real life horror story, which You, yes You! Yourself can actually experience. But wait! You have probably already tried this before.

So let me ask if you can relate to this little story:

I was walking home from work (I work as a boxing trainer, so I'm not one to get frighten that easy) now while I was walking through the park that's between me and my house I felt like someone was behind, but everytime I turned around, no-one was there.(Edit: Forgot to mention the clock was 23:14 or something, and it was on the 30th December)
Eventually this 'paranoid' feeling grew when out of the corner of my eye I though I saw someone move. Now that day I had gotten way too little sleep, so I take my fighting stand and shout: Come out, and show yourself.

Out of the corner of my eye I see someone move again, and I turn towards. I begun to see these dark figures everywhere. They were in front of me, beside me and I kept screaming at them but no-one moved. Then out of nowhere a huge bang occurs, and me thinking that these shadows were people my brain assumed that it was a gun-shot, so nearly peeing my pants I drop to the ground screaming Have mercy.

After a few minutes pass someone had apparently heard my screams and had come to help, but when he got me up he explained that it was a firework, and that I should get some sleep because everything I had seen could be explained with the "Shadow People phenomenon". Since he told me about that I've been less frighten by the shadow people, but they still scare me.

If you want to read about it, here's the Wikipedia page about Shadow People: https://en.wikipedia.org/wiki/Shadow_person#Explanations
I hope this might give you some inspiration for your spooky story :D