He can do that anywhere or this shadow realm only exists in that “cursed city”? It also seems like he needs to push someone into a wall(which he then converts into his pocket dimension) if Mark just tanked his hits he would’ve been fine. If so that’s a one time thing and Mark won’t fall for it again(maybe, he does dumb things at times).
I think it’s also worth pointing out that he lost the 8 months between his death and Omni-Man vs Invincible showdown at the end of S1(and then he dies again), for him the death of his previous team is still recent… S2 starts after a month and we don’t even know how long it took for Cecil’s team to get him back together, from his perspective their deaths might’ve happened last week.
We go through an entire season, but for Immortal it has been a month(maybe less than that depending on how long it took for Cecil’s team to revive him) since his team, his friends (it also seems like he had a special thing with War Woman, her “i chose us” sounded like there was something more), got brutally murdered by “someone close”(in his case twice).
So yeah, he’s grumpy at the “inferior replacements” he’s now in command, it’s understandable him feeling disconnected to them, that he needs to be harsh on them and teach them what “real hero work” is like.
Can’t speak much for his thing with Kate, it looks morally wrong and that he’s taking advantage of a young girl(everyone is young for him though), but we don’t know how it began. It may have been started by her even and in his vulnerable coping state he went for it, in the comics it apparently blossoms into a nice relationship so i’m trying not to judge.
We know for a fact he was working with Robot in that dimension we open S2, Eve and Immortal too(despite the fact we don’t see Immortal in the same place as them, he was fighting Invincible as a distraction).