Thats probably a poor way of describing whats happening...
So i have a preset, which for some reason has a very large obvious shadow on the left of the image.
When i click off this preset and then onto another preset, it keeps this strange shadow on all other images?
So as soon as i click on the first preset with the shadow, every other preset there after i click on keeps this shadow.
Any ideas how i can remove it? or what is going on?
Not all presets set all develop settings -- they only set the settings that were explicitly checked when you did Create Preset.
When you click on a preset, it applies the settings contained in that preset to the photo. You have to do Undo to reverse the effects of the preset (Cmd+Z or Ctrl+Z). If you don't undo, then the settings of that preset remain applied to the photo until you change them via the Develop panel or via another preset that actually sets those settings.
For example, suppose your first "shadow" preset includes a Graduated Filter setting, but none of the other presets you click include a Graduated Filter setting. When you click the "shadow" preset, it sets the Graduated Filter, and when you then click the other presets, the Graduated Filter remains as set, since those subsequent presets don't contain a Graduated Filter setting.
So the rule is: If you click on a preset and you don't like what it does, do Undo.
In all versions of LR, rather than clicking, you can hover the mouse cursor over the preset to see the effect. In versions prior to LR 7.3, the effect is previewed in the small Navigator preview in the upper-left corner. In LR 7.3, the effect is also previewed on the full-sized image.