Is it a mistake?

Hi, is the shadow a mistake of the mesh or is it normal?

And how to fit the mesh at the end?

It’s normal. Due to the way it smooths things out, your subsurfed object won’t always mesh 1:1 with your low poly cage. You don’t have any constraint loops along that intersection, so what looks like a sharp edge on the low poly is a nice gradual curve on the subsurf.

If you want to see your wiring wrap to the surface of your model, go to the modifier tab, and click the “on cage” button on the subdivision tab (the little 3 vert triangle symbol).

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