The Shadow in the Warp is a Tyranid Psychic Power. It is as if the Tyranids have blocked out the connection to the warp, making any psychic abilities very difficult to accomplish, affecting psychic races like the Eldar most heavily. It does however have the added benefit of keeping the denizens of the warp in the warp.
Many scholars suggest the Shadow in the Warp is the result of a constant two way communication between the Hive mind and lesser organisms, this creates a phenomenal amount of psychic activity. The primary sources of this broadcast are the hive ships, though some other Tyranids are also capable (Broodlord, Tyrant and Warriors).
Independent of the source, the arrival of the Tyranid, brings a blanket of psychic static that scratches the mind.