Here's a theory: Shamans are made of void but don't know that they are.
Firstly, visually:
Many bugs have a black body with white eyes. However Shaman's bodies are different. In two cases, they explode into many black particles, very much similar to void. Furthermore they are absorbed the same way that the Knight absorbs certain void when obtaining Abyss Shriek. In the overgrown mound in HK we come across a large Shaman with a seemingly melted face. The Bell Hermit has similar visual features, however still alive. These visual properties of seemingly melting is also something void is heavily associated with. It could be possible that the Bell Hermit is "melting" due to growing so large, old, or any other reason putting them close to death. Overall, Shamans are very visually similar to void.
Now an argument I have heard very much is that they exclaim 'Our power's all of soul'. This I can't get behind. They are clearly using souls of others, not their own, for their spells. Futhermore, we know that void is drawn to soul (life energy). Hence it could be possible for life of void (negative life force, also present in vessels which are technically dead) to be very fixated on soul. We absolutely know that life of void is possible too.
Now, why do they proclaim they aren't familiar with void, or say that they haven't travelled to the source of it? Firstly, they never speak all of the truth. Even when not lying, none of their words can be trusted beyond what is technically true. Secondly, they never actually saw one of their kind die from what we can tell. The Shaman in HK is completely ignorant of the others passing when talking about them (some dialogue likely refers to certain shamans we find, all of them dead). So maybe they really just don't know.
I'd be happy to argue and listen to different sides, but don't see this as an opportunity to proclaim superior knowledge and be insulting. I want to listen to constructive facts, not some idiotic superiority complex.