I always travel with shadowmere until several days after, i stopped using him. He still appears on the spot where i fast travelled to, and he appears at the barns of a major city if i fast travel there. So he is alive.

Now i admit i didnt pay much attention to him. After some time, i hardly use him at all and go on foot. But he is still there. Then one day i realise he is not there anymore. fast travelling to a place did not spawn him again. He also did not appear in the barns of a city. I dont know when he disappeared since i didnt really care about him(due to the fact horse riding + combat is awkward) but it bugs me 'cause he isnt there anymore.

What happened to him. Did he die? If so, i dont know where he actually died. Is there a way to bring him back?

Check Falkreath Sanctuary.

[edit]
For some reason, I can't edit the above post, which was accidental.

strange. i did check it multiple times. in fact everytime i visit falkreath i make sure i go to that place where the pond is. you know, the pond where shadowmere came out. I dont see any horses there.

Weird. That's where he's supposed to go. He may have been killed somehow, try not visiting Falkreath for a while. He may eventually respawn in the pool.

If you do some searches here and on the net you will find a lot of stuff on this problem. Shadowmere can die by a long fall or being killed by you or an enemy but he is supposed to always respawn. They say he will respawn after 10 game days at the spot he died but he won't start following you until you find him. Some say he will respawn at the Dark Brotherhood pool where you got him. Some report that after playing Dawnguard that he disappeared forever. Some say if you ride the horse in Soul Cairn you will lose Shadowmere forever. Lots of possibilities out there. svcks. Same thing happened to me exactly what happened to you.