Grasping Shadows keeps its dread counters as it transforms into Shadows' Lair.

Once the ability of Grasping Shadows has triggered, creatures entering the battlefield attacking won't affect that ability.

A creature attacks alone if it's the only creature declared as an attacker during the declare attackers step. For example, the triggered ability of Grasping Shadows won't trigger if you attack with multiple creatures and all but one of them are removed from combat.