Ok so I try not to rely much on guides and pre-made builds, but I hate it when I suffer or hit a wall later in the game because of that...

As you can imagine, I'm having trouble with the Fortress of Regret and those Shadow things...
I'm a lvl 14 Fighter using a hammer with ++++ skill, I play on the easiest difficulty and I have 114 HP.
My WIS and CHA are 21 but I have a -1 wis item and a +2 cha item. INT is 19 and everything else is around 10 (str 13)...
I can deal quite a lot of damage with the hammer and kill a shadow in 4-5 hits, but they also do a lot of damage on me.

Am I better of just trying to run and avoid them? Seems like it might be a better idea after several attempts?

Also, while I'm not too deep into it, I could still reload a save before entering the mortuary, so is there something else I should do or get to prepare better for the endgame? I only have Deionarra's Wedding Ring and some items looted from Ravel and that's about it.

I hate design choices like these, I really enjoyed the game up to this point... And I would really want to avoid not finishing another cRPG just because I like to go in somewhat blind and discover things on my own...

You'll finish it alright and more than once if you've liked it! THIS one is worth it and then some. It's not just another CRPG...
It's not very punishing (esp. at the easiest difficulty I imagine). So going in without reading up much won't lock you out I think.
Tho with PST's wonky character development system, I'd say to get the most out of the game, it's better to get acquainted with the regular AD&D2 implementation in the Infinity Engine (BG1/2, IWD1) and then read up the wiki on the Planescape variant. OTOH, if you're a fighter you're OK anyway probably.

As for tactics vs the shadows.. Can't say anything for going in as a fighter tbh. Will have to google stuff to help out.
As for items and doing stuff before travelling to the Fortress, do you have a Negative Token thingy? It helps with melee vs the Shadows.

Strange that you have problems on difficulty turned all the way down.

OK I reloaded, did some research, and thankfully I was able to track down some items I didn't get... like the Negative Token and the Bronze Sphere... As well as a truckload of healing charms... And I was lucky to find stored in a container an Abyssal Pipe, which gave me one charge of Cloudkill.
So with that and the knowledge of roughly what awaits me it was much easier.

I'm happy to have finally finished it after 15 years :)