Heroic Intervention and Untimely Malfunction offer some protection for your big monsters, while Beast Within and Chaos Warp provide targeted removal at the expense of giving your opponent something less potent (hopefully)
Reason number three: Deaths Shadow is a 6/6 creature when youre at seven life
That's because, if you ever do reach a point - perhaps once you're down to a 1 v 1 - where Wall of Shards is doing more for your opponent than for you, Felothar can remove it, and draw you an impressive eight cards in the bargain
Building this commander is a nice exercise because youll want to mill opponents, cast low-mana value spells to be able to double spell a lot, along with casting some high-cost spells
As a spell or ability tries to resolve, if all its targets are illegal, that spell or ability doesn't resolve and none of its effects happen, including effects unrelated to the target
Its good to know that two of the premier sources of unblockable are nice and cheap