I called Sakura being in some way the same as or entwined with the shadow from the moment it shows up after Caster dies in Ryuudou Temple. It was before you even see what the shadow looks like, I think (first time is during one of the first interactions with Zouken?). After Shirou and Saber leave the temple, there's a brief moment where you hear a distinctly female gasping noise coming from it, and I somehow just
knew
at that moment. I can't even explain why that tipped me off because it isn't that easy to tell from just a gasp who a person is, but ... it was like once I knew it gasped like a human, there was no other person it could possibly be. The dead end if you don't have enough Sakura affection the first time you encounter the shadow was also a dead giveaway even if I hadn't already figured it out. So I'm a little disappointed that wasn't more subtle because it just led to me yelling at Shirou to just murder Sakura already for like 10 days of the story.
On that note, I
really
don't like Sakura. She's just plain annoying in the beginning (senpai senpai senpai senpai senpai senpai senpai? I neeeeeed you, senpai!) and only marginally less annoying as the story progresses. I found her to be way too whiny and pathetic even allowing for her upbringing and circumstances. You ever meet any real life people exposed to years and years of trauma? I have, and not a single one of them whines about it that fucking much. They may still have bad days, but overall they get over it and move on. People in real life are way more resilient than Sakura which just makes her seem like her entire character is "weak girl who needs a man to fix her."
Things I did like: more Illya, more Kotomine, and some more really interesting music. I actually grew to really like Kotomine by the end. I mean, he's a bastard and he monologues for days and days, but his character is just way more
interesting
than, say, a certain purple-haired chick <_< and he definitely has his badass and/or likeable moments. I hated Illya in Fate but loved her by the time I got a few days into HF. Getting to know Rider was also very cool. Some of the twists managed to catch me off guard even though the sakura = shadow one didn't, so that was good. (Never in a million years would have seen the whole sister thing coming, and IIRC sakura being a master threw me for a loop, too.)
Mostly, I wish every visual novel had Tiger Dogos now. It's such an amazing way to be like, hey, you fucked up and something creepy or depressing or terrible probably happened, so here's some silliness to balance it out! I also found it really helpful when not using a guide because they dropped just the right amount of hints to help pick the right choices... only to end up at the next Dojo 30 minutes later, haha.