The reason is that "Celtic" refers to a broad family of languages, not one single language. Different Celtic languages would have different words for shade.
Here are some examples:
* Irish: *scáth* (pronounced "skow")
* Scottish Gaelic: *sgàth* (pronounced "skaw")
* Manx: *scaa* (pronounced "skaw")
* Welsh: *cysgod* (pronounced "kuss-god")
* Breton: *skeud* (pronounced "skood")
To get a specific word, you need to specify which Celtic language you're interested in.