"Spic" is racist slang for Hispanic. While there are certainly very light skinned Hispanics and Latinos who might look white, chances are that this prison guard isn't referring to them since he goes on to ask if Shadow has "n------ blood" in him. Ditto "gypsy".

I take it to mean that Shadow has dark hair and darker skin tone, but is still ambiguous in terms of race but is definitely not white.