Does this conversion from SDC to Shadow mean that the SDC gets hard to track as well? I mean, if someone supposedly is trying to track my SDC, I convert to Shadow, then reconvert back to SDC - would this mean that my SDC has cut its link to where it originally came from? (That the SDC blockchain becomes non-linear in a way)
Yes.
The original SDC were destroyed to create Shadow, and the Shadow were then destroyed to create SDC in a completely new address.
The only thing to be wary of is say converting 1234 SDC to Shadow, then quickly converting 1233.999 Shadow to SDC. The destruction of 1234 on one addy and creation shortly thereafter of 1233.99 to a new addy creates a link you can still plausibly deny, but a link all the same.
Redeeming Shadow to 2 SDC addresses and leaving a bit of Shadow un-destroyed (some dust) would be a more intelligent way of "washing" your SDC imo.