I don't know why they call it "Enter the Shadow Realm". Once they finish with Kaiba vs Ishizu it goes on to the story arc with, well, the Ark. With Noa and the Big 5 and Alcatraz and the computer and stuff.
It's there, WB just named it wrong. It's referring to the big 30 or so episode block between the first round and the second round. It has nothing to do with the shadow realm, rather it has to do sort of with the computer game world they were transported into after the Duelist Kingdom tournament.