It's not a problem. Add the sprite and the shadow objects to a container. When you spawn a new sprite, its shadow will be created automatically, and both instances will be logically linked together.
So when you use "Shadow set X to Sprite.X", each shadow instance will be positioned to its own sprite instance.
You can also use "For each":
Every tick
For each Sprite
-> Set Shadow X to Sprite.X
-> Set Shadow Y to ...