Anyone know how to un-companion Shadowmere so you take other companions with you.....I've tried killing him and it didn't work..

you mean take another horse right? Because you can take companions with you while having shadowmere.

If you mean how to stop it from following you everywhere you fast travel, just buy or steal another horse and kill that one (or let it attack everything and get itself killed) then Shadowmere wont pop up where you go anymore, until you ride him again.