You posted this up 3 months ago but I'm only seeing it now, sorry, I hope you've got it all figured out; most of the info you need is there in the video and the comments.
1)draw your stuff and group
2)draw your shadow and group. for more complex shapes or if i'm lazy, I copy and paste the complex shape, draw one line that defines the shadow as you would with "auto paint for lines", drop the line thickness of the duplicated shape to zero, and fill with transparency (style 0) and whatever color you set as your shadow (make a new style).
3)group your shadow to it's corresponding body part.
I make multiple shadows to correspond to multiple elements of a character. you could just as easily use one shadow shape for the whole character but this typically adds more work down the road as the auto inbetweened shadow likely won't follow the character's contour nicely.
I'll put up a time-lapse of a character design and a few seconds of animation today or tomorrow, perhaps that will help.
I believe I said in the comments or in the description that this works best in conjunction with other techniques (i.e. multiple levels and compositing with subsheets) so don't feel like you have to be tied down to one level. components of a character that do heavy rotation like arms, will be easier animated if the rotation is done with the edit tool instead of auto inbetweening which will likely leave you with an undesirable result. Achieving secondary motion would also be more easily done on a different level. and if, at the end of it, you still want everything on one level for some reason, merging levels will "bake" the animation from your edit tool into your drawing strip.
It's about learning what will work best in which situation and use that.