EVERYTHING NOW WORKS FOR ME!!! EVERYTHING! DO NOT FOLLOW UBI INSTRUCTIONS! FOLLOW MINE! These instructions are for retail or Uplay purchased games only. I can't help with Steam.
I now have: Original Campaign working, Shades of Darkness installed, all other DLC I bought still there, NO MISSING content, NO missing audio, all SoD pre-order bonuses in place, no lost saves, no Nvidia crashes!
I originally had a retail copy of plain Heroes VI that I had expanded with the two DLCs and patched to 1.8.0.
I pre-ordered SoD a few weeks ago, and yesterday received the availability e-mail that contained the DRM key for SoD.
Yesterday I was confused because SoD did not appear in my games list. Today I was even more confused when my Heroes VI icon was replaced with a SoD icon!
But I figured it out and it all works! UBI's instructions are wrong, and could get you into trouble.
The key thing here is: THERE IS NO INSTALLER for Shades of Darkness! The 2.1 patch IS the installer for Shades of Darkness.