"엄마가 그림자에 앉고 싶어해요."
Translation:Mom wants to sit in the shadow.
그림자에 앉다 = sit in the shadow (sit on the dark area on the ground which is created by a body blocking the source of light.)
그늘에 앉다 = sit in the shade (sit where one is sheltered from direct sunlight)
This means you can be sitting in a shadow without being in the shade; but the reverse is not true.