'There never has been a shade' is an English equivalent of 'Ombra mai fù'.

The feminine noun 'ombra' means 'shade, shadow'. Its singular definite article is 'la' ['the'], and its singular indefinite article 'una' ['a, one']. The adverb 'mai' means 'ever, never'. The verb 'fù' means '[he/she/it] has been, [you] have been'. All together, they're pronounced 'OHM-brah meye* foo'. (The sound 'eye' is similar to that in the English noun 'eye'.)