When to get twin shadows

You don't. EVER.

Your item build should always be

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Twin Shadows is more like a support's AP item, since it helps scouting and provides some utility.

i personally don't see it being built often but if you're considering building it, ONLY build it when you need this item to chase down enemies since its a very situational item. If your champion already has alot of CC and the enemy isn't trying to run away from you, theres no point in building it when theres better items out there for different situations. Generally, you should build it on supports or champions that don't depend on MANA like kennen and katarina.