Just installed and tried to play Ep4 Wolf Among Us and all characters are black shadows
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I had the same problem after having downloaded episode 3.
What helped me was to delete all data and folders related to episode 3, redownload the episode and then the issue was solved.
You find the episode 4 data in your documents Telltale Games/The Wolf Among Us/SyncFs
Hope this works for you just like it did for me
Thank you for posting the extra information! I hope you are able to enjoy the game!