Anyway, cut the grooves, insert the walls. After that they need to protect the door.
There is no spell nor magic item known to her which could reliably do it for a long enough duration. Forbiddance comes closest, but Master Cangi doesn't think it really works for this.
She toyed with the idea of using a succession of four LN forbiddances cast by Darb Tuttle, each Maximized from a rod for 18 damage against an incorporeal CE creature on a successful save, each with a ring of force to make shadows pass through them, as would cost 56,000 gp in material components alone but likely kill even the greater shadows. Even that, though...
To start with, Forbiddance is an inherently dangerous spell to put in a public area. It damages anyone whose alignment doesn't match the spell, unless they speak a password before entering. Un-Maximized, the damage may not be much by the standards of a shadow or experienced veteran (the main purpose of the spell is to block interdimensional travel), but it's more than enough to cook 90% of humanoids.
It's considered best practice in Lastwall (a place that uses the spell heavily) to put forbiddance, where necessary and when possible, behind a door painted in red and white stripes. (Julaei thinks Lastwall uses different colors for rare non-lawful and non-good forbiddances, but doesn't know the details of their schema.) Or failing that, to put the spell's effect behind a line on the floor painted those colors. For all their caution, Lastwall still has accidents every year where someone melts themself for the sin of absentmindedness or stupidity or fumbling lips that mangle the password. Or when someone's alignment shifts by a step without their realizing it.
Still, cooking a few Korvosans would be pretty minor as prices go to keep every shadow and greater shadow out of the Vault, if it weren't for the larger problem: whatever password they put on the forbiddance, anyone entering will have to speak aloud. Lingering shadows that hear it could just follow through on their coattails.
So, she doesn't know any spells that are going to cut it here. This is a job for an automatically resetting magical trap.