From my experience, when you are using the quick mask mode to select an object, paint what you want to KEEP not delete. When you delete what was painted it will leave the shadow you are talking about. When you paint the object you want to keep, when your object to remove is selected, it should clear, back to the grid, or white. I don't know if this fixes your problem, but it was the only thing I know of that would cause that shadow to appear like that.