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Yes, the shadow is that cast by the lens, blocking light from the pop-up flash. A shoe-mounted flash will be sufficiently high to avoid this shadow.
I do not usually use "protective" UV filters on digital cameras. The only lens on which I regularly leave a UV filter is my 10-22mm EF-S, because its hood is so short, I sometimes tend to clumsily get a fingerprint on the front of the lens. I do sometimes use filters when there is an indicated need, such as a yellow or red filter for black & white film, or a warming filter for color film, which means I will frequently change the filter as conditions change, and it is rare for dust to present a problem. If a speck of dust happens to be trapped between the filter and outer lens element, well, that is why I usually have a lens pen, with an integral brush, or a very clean lens cloth.
I am no expert on the subject of filters, but my local instructors tend to use filters only for specific purposes, and I follow their lead. Also, see Gordon's thoughts on filters, here in these forums, along with the thoughts of other experienced photographers.