In the documentation included in the Nightmare modules for Shadow Dragon, it is stated that you can edit shop data. This is true, but there is no explanation that I can find anywhere online or within the Nightmare module folder (it includes a bunch of text files that explain how to do other stuff.) Here’s how to do that:
Go to your unpacked Shadow Dragon ROM, and then find the folder data/script. In that folder is a bunch of .cmd files for each map in the game. Open the file in a text or hex editor (It’s uncompressed.) Find the item you want to replace, which should be the ID of the item in all caps (I don’t know how to add items, I’ll update this post if I do,) and replace that an ID of the same length.
You can find the IDs of every item by decompressing the folder unpacked ROM/data/m/en_system using LZ77, open the uncompressed file in a text or hex editor and search for the item name in all caps (it should be similar, but try searching for just words in the name, eg. IRON for Iron Sword, WHIP for Elysian Whip.) Repack the folder, test the ROM, and see if your changes work. I hope this helps somebody, because it sure would have helped me.