Nightmare Shroud is not a shooting attack, even though it is used in the shooting phase, and so can hit all units in range.
If your units are not fearless then they are affected by the Nightmare Shroud. The good thing is that there can only be 1 per army.
Necrons have ways of teleporting out of CC. If this is done with a Monolith then it also allows WBB to be rolled again for models that failed it at the start of the turn.
These teleporting Necrons move in the movement phase, and so can shoot in the shooting phase of the same turn once they are no longer locked. Phase order in the turn is very important, so learn how the sequence works.
Monstrous Creatures get locked in combat exactly the same way as every other model with a WS.
Some Monstrous Creatures have special rules that let them leave combat under certain conditions. The Nightbringer and the Deceiver both have such rules, the Deceiver can leave combat in his opponents' assault phase, and the Nightbringer can force back weak units.
Monstrous Creatures ignore armour saves in CC, does not matter if it is an infantry model or a Greater Daemon, the C'tan are special and ignore all saves of any kind. The C'tan's save is an invulnerable save, so the Carnifex's attacks won't ignore it.
All that is important is known.