1) Not really. It reads as it's trying too hard to be creepy. Excessive gore (what with all the digging inside living flesh) is not creepy (it's awesome). Not to mention that, as Light mentioned, it doesn't make sense, as the glowing centipedes would remove the shadows and really, just where the hell would those shadows be cast on anyway. Maybe if you made them smaller, it could work better, as there would be more space inside the person for the centipede to move around and maybe a smaller quantity of generated light would create some shadows.
Also, you don't say in the article what happens to the shadows when the SCP eats them. Do they disappear? Does the victim permanently loses their shadow?
2) If it's not important, and if you won't elaborate on it, just make the creature non-venomous. No reason to mention a venom if it isn't going to be important.
Altough, you could make it a venom that paralyzes the prey, so it makes it easier for the creature to burrow on the victim's body.
3) To be completely honest, this is on the "oh that's cool" level for me. Maybe it's creppy for someone else, but… giant flesh-burrowing centipedes that glow = AWESOME in my book.