Covenants grant two additional gameplay abilities, one being class-specific. It alters your playstyle. Covenants grant unique armor styles and special capes that look a little more like accessories. Titan-like Kyrian capes look more like angel wings, for example. Each Covenant has a unique campaign similar to those found in Battle for Azeroth and Legion.
The spell called "spiritual projection" or "astral projection" brings the caster to the Twisting Nether instead of the Shadowlands; and the Twisting Nether is also referred as "realm of ghosts". However, both planes don't appear to be related, as Outland is floating on the Twisting Nether, but the Shadowlands can be reached in Outland in The Burning Crusade.
In previous expansions, entities like the Loa of Death Bwonsamdi, ex-Forsaken Queen Sylvanas Windrunner, and corrupted titan watcher Helya all have spoken of the Shadowlands, and for some, the desire to conquer it. Sylvanas' character arc throughout Battle for Azeroth ends with her seeking to control death itself, indicating that she will play a pivotal role in Shadowlands.
The Shadowlands has long been referenced in World of Warcraft lore, but their origins and true nature remain a mystery. One thing is for certain; the Shadowlands are inextricably tied to death and decay. It stands opposed to the verdant spiritual realm of the Emerald Dream, which represents a vision of reality untarnished by corruption and mortal intervention.
Sometimes, the spirits roam the Shadowlands without resting. It can be because their resting place wasn't complete, because of a battle in their resting place or because of the corruption of their resting place. To bring eternal peace to the souls, it is needed to destroy the source of corruption or by making a ceremony with items such as [Tuskarr Ritual Object]. A spirit in the Shadowlands can, with enough power over other souls, tear a hole into the living world once they are strong enough. This is how Jin'do returned to Azeroth.