A good deal of information on the Shadows and the Drakh can be found in the Technomage novels.
For information on all of the First Ones, the only place of which I am aware that has officially sanctioned information are the products of Agents of Gaming and their Babylon 5 Wars wargame. The best two supplements to purchase, if you're willing to go to that extreme for information on the First Ones, are The Coming of Shadows and Wars of the Ancients.
Here's a little anecdote from the Wars of the Ancients sourcebook... The Lords of Kirish are the First One race that had the yellow Globe and Satellite ship at the Battle of Coriana 6
The Lords of Kirish were beaten back into their original territory, the area of space that they occupied before their discovery of hyperspace, but they would not give up. Their research and development departments were constantly striving to come up with new weaponry, with the hope that, one day, they will be able to turn the tide of battle
In an effort to illustrate how techologically inferior the Kirishiac were, and how far they would have to come to truly be a threat, the Walkers of Sigma 957 performed a simple feat. A large fleet of Walker vessels, containing ten or twelve Travelers and many lesser-class vessels, appeared in the middle of Kirishiac space without activating a single early warning alarm. The Walkers then surrounded a large moon orbiting one of the Kirishiac's largest colony planets. In a period of time too rapid for the Lords to respond to the invaders, the Walkers activated their jump engines, and vanished into another dimension, taking the moon with them.
The results on the planet below were instantaneous. Earthquakes and volcanic eruptions rocked the surface. The atmosphere, carefully formed over the centuries, began to drift away as the planet shifted its axis. The inhabitants were truly doomed.
And then the Walkers put the moon back. The fleet reappeared and launched the moon along a new orbit, the result of which restored the planetary balance and created a more moderate climate. Finally aware of the level of technology their older brothers possessed, the Kirishiac surrendered immediately.
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