First of all thanks a lot for such a quick answer. Also I'd like to add that none of the effects has any graphic display.
I did a test and leveled Shadow step to 14, got same results with invisibility (according to the wiki it should last around 10 seconds + 0,1 per level). I'm confused, enemies can still see me (I can see myself also) and attack me, anyone knows what's happening? Should I level it any further in order to appreciate the effect?
As for invulnerability you are right! I saw the 100% damage mitigation bonus for around ~3 seconds so it's confirmed working properly (not 4 seconds as the wiki states, but still better than nothing).