I guess I'll try to give you an answer. Someone correct me if i'm wrong. Here goes...
All right, so first off: Yeah, Unbound is made so you can just put it on your SD card and plug it in your Wii/Wii U. As is most PM mods.
Shadow was in a beta at one point, but he was cut due to issues. I doubt he'll make a return. Sorry.
Wii U characters would be kinda hard, no? Although I have no modding knowledge, I can imagine making copying movesets from Smash U would be hard as all hell. Rosalina would take god knows how long, and don't even start on Ryu. Maybe eventually in the future they'll be done. But for now, that's a no. (At least I think.)
Thank you for being patient with Unbound.
EDIT: Please note that I'm only a beta tester. I probably don't know what I'm talking about, so who knows. I haven't seen any of the mod leaders in what seems like decades.