First Referenced:
'I was told that everyone I'd served with in the military died shortly after I left. (Part 3)'
The Shadow Sphere is a 10 foot sphere, existing at the center of The Ink on Earth 44. Its exact nature is largely unknown, other than its abilities to generate The Ink and connect in a fashion similar to a Portal to various other extreme and dangerous realities, such as that inhabited by the Preacher.
Whether the Shadow Sphere is a malicious entity in its own right, or simply a construct is currently unknown. The Sword appears to know of its existence, and wanted to deploy his troops through when it connected to the reality that the Preacher had escaped to, which was filled with blood and mountains of corpses.