Skolver works alright for the first shadow level.

The normal shadow lair levels aren't that bad, but all have party button rooms which are harder than the lair's respective bosses. These rooms are usually what wipes inexperienced parties. That and the unknown passage.

You sound quite far from doing one, but your first will probably be Rabid Snarbolax. The first party button room throw several waves of bullet spamming kats and turrets, zombies and an invincible snarbolax at you (who also spams projectiles). Here's a random vid I picked off youtube.

I think most will agree that it's the easiest shadow lair.

As Silphius said there rooms in each SL that are quite difficult and nigh impossible for the inexperienced party who don't know what the waves are composed of. Also any rooms with respawning turrets (there are quite a few) are annoying as all hell.

Off the top of my head I'd said the most notable rooms in each to me are:

Ultimate Snarby:
The room Silphius mentioned is one of the hardest. Having a strong shield for this room is very useful as there are a lot of projectiles and it gets cluttered very quickly. Having lag during this room could be killer since you need to keep moving to avoid getting clustered but you also need to be able to put up your shield quickly too.

Ultimate JK:
The room near the beginning of the first depth, where you need keys to get to the next room, is quite difficult. Respawning freeze Polyps are in the middle along with 2 Giant Lichen Colonies also spawn in the middle. You have a saving grace in that a wall of destructible blocks forms a rectangle around the middle area. Do not destroy all these blocks or else this room will become exceedingly difficult. Destroy one or two and lead the Colonies into the outer ring and kill them there. This avoids the Polyp fire.

Ultimate IMF:
It's the room where, in normal IMF, there are a set of rocket firing mechanisms across half the northern border of the room along with spikes along that half of the room. In Ultimate IMF the spikes are on the opposite side and turrets spawn in the spikes. There are also respawning enemies here that make it quite the cluster fight, what with rockets, turret fire, spikes, Retrode beams, and other mobs. Polaris is great here for getting the turrets in the spikes. The spikes don't even stay down that long so generally you won't even kill one turret before the spikes come back up with a melee weapon.

Ultimate FSC:
There are two rooms here that are exceptionally difficult to my memory.
1:
The end of the first depth. Normally it's a simple party button with some slags, flame puppies, and 2 Trojans. In UFSC this room has indestructible blocks on the sides along with totems near the north in these blocks. Two respawning howlitzers appear in the middle and there is even a spinning flame lasso in between these howls. For the first wave there are only slags and explosive jellies. What you can do for the first wave is have everyone hide in the bottom left corner. Howl fire won't hit you and if you just spam Polaris and/or Blitz with the occasional shield bump you can kill the slags as they wander over to you. After the first wave though, get the hell out of that corner. Slag Guards spawn and if you're still there, they will charge and pin you against the corner. Focus down the Slag Guard while being careful not to get surrounded. Then clean up slags near the bottom to avoid totems. The last wave as 2 Trojans and a Slag Guard if I remember correctly. Again focus down the big guys quickly then clean up slags. Though really, I'm making it sound easier than it is. It gets cluttered quickly in that room.
2:
The last room of the last depth. I'm sure you've seen videos of this room. The waves before the final wave aren't 'that' bad. If you find yourselves having trouble then leave a slag alive and heal. Furthermore if you don't destroy the blocks around the left howlitzer then you can heal in peace. You should 'definitely' heal before the last wave though. If I remember correctly either 2 Slag Guards and 2 Trojans spawn, or 2 Guards and 1 Trojan. Along with a ton of slags. Keep moving to avoid getting swarmed and be wary of where you'll be sending Guards and Trojans charging if they're targeting you. Keep mobile and poke for damage while keeping up defense. If you team wipe and there are quite a few mobs running about still, then consider reviving everybody. I know it's not usually recommended. But the Slag Guards, Trojans, and slags can quickly overwhelm a lone knight and trap him/her. Having everyone up spreads the aggro and makes it considerably easier.

So yeah. They're hard yeah. But definitely fun. You should have someone experienced with the SL you're running and hopefully they don't mind acting as a leader through-out, telling knights what to do and such.