Im not exactly sure how you want the phrases classified (by what names?) but all three look prepositional to me, meaning (I think) that they specify the places in which 'the trees,' 'the wet sidewalk,' and the 'shadow casting' are.
It seems a very good sentence, but I wonder about what is meant by the word 'heedful.' Does this meen shadows that we must heed? Therefore shadows that are dangerous? Even trying to think up a context for it, I don't think I would use the word 'heedful' here.