Yes, of course it is possible to lead to allergic reaction because of using eye shadow. If the eye shadow's contents have something of allergen, it could truly induce the allergic reaction for your skin. About the method to avoid it, your must stop to use such kind of makeup. And check the quality of the eye shadow, if it is fake products or it has some factor would make your skin allergy. Then you can buy some anti-allergic medicine, and apply little to your eyes. Find your allergen and find some makeup made from natural plants which not contain such kind of material. When you use a new makeup, you can apply it on your wrist to test if it suitable for your skin, if it is safety, and then you can use it on your eyes.
Yes, it is possible for you to get allergic reaction because of using eye shadow because of the stimulation in the inner materials. If you are allergic at the eyes skin, you'd better not use the eye shadow. You'd better clean the eyes clearly before you go to bed. Then you should not let the eye shadow come into the eyes which will stimulate your eyes.