The Steam Link seems to not work with this game. When I launch the game the steam link goes to a grey screen while the computer runs it fine. I don't see a option for window mode, which usually fixes the issue.

Did you launch shadows.exe directly? It's within the sdata folder.

Yeah, no luck there.
Edit: Found a temp fix. I have to run the game at 640x480. Not the most idea solution, but it works.