Wrath from Afar says "When the Elden Ring was shattered, the people of the realm of shadow felt it too." so I assume the separation happened after the shattering.
The Death Knights probably came to the Land of Shadow after the Night of Black Knives, which makes me thing the separation happened between Godwyn's death and The Shattering. Buit they are connected to Death, so maybe they can somehow travel after.
And then how/when did Messmer get here? Or was he stuck here since the lands were separated?
Anyway, some thought's I've been having.