I see this as a difference between what Shadow knows and what Shadow says. He's clearly trying to not engage the guard, yet he knows that not answering at all will only make the guard angry. So he's keeping his replies short as neutral as possible.

And when someone who's both 1) racist and 2) in a position of power over you asks if you have "n*gger blood", then yeah, maybe you don't blurt out "My mother is black!" You give a noncommittal answer and hope the guy gets bored and quits harassing you... which is exactly what Shadow does.