In Star Wars the Force Unleashed we see Starkiller battle Shadow Guards, a black robed version of Red Guards carrying lightsaber pikes, and they are Force sensitive. What is the origin of shadow guards? The database in the game says they are "rumored" to be brainwashed Jedi that have been trained to be the Emperors black ops guards. But what are their actual origins?
Needless to say, none of this is canon anymore.
According to the Galaxy at War RPG sourcebook, the initial pool of Shadow Guards were originally Force-sensitive members of the Thyrsian Sun Guards, an elite military unit of the Thrysian people, an Echani offshoot. The sourcebook says of them (emphasis mine):
Near the end of the Clone Wars, Sidious tasks Asajj Ventress with eliminating the order. Of the members of the Sun Guard she spares, some join Emperor Palpatine's Royal Guard. Force-sensitive Sun Guards become candidates for the Imperial Shadow Guard.
Star Wars Roleplaying Game: Galaxy at War Chapter 4: "Military Units" Sun Guards of Thyrsus
Although RPG sourcebooks are a bit of a grey area in the canon1, this is as close to a definitive origin as we're given.
It's also not clear where new Shadow Guards come from, assuming new Shadow Guards are ever required. Since Sidious is known to have been keeping an eye on Force-sensitive children, it's possible that at some point the initial Sun Guard ranks were diluted by regular old schmucks, or by Force-sensitive applicants to the Royal Guard academy, or any number of other sources.
1 The Legends "canon", anyway; obviously they're no longer actual canon