I finally found my Dark Lance. It took me forever to find the shadow key (I swear it was the last chest in the Dungeon that I checked) then the shadow chest was on the edge of the map in the underworld. Oof. It was worth it though, especially with how good it looks with the shadow armor I always wear in the vanity slots. To anyone reading this who wants to get a dark lance, a cobalt shield is invaluable the whole time, and when you get to the underworld, bring obsidian skin potions and flippers! Not only do they these let you swim about in the lava, but the potions act as an obsidian skull, freeing up an accessory slot. I do have a question, however. Has anyone found a shadow chest under lava? I didn't. So anyway, that's all...for now.