I took him into one of the rooms in the basement and closed the door to keep him as calm as possible. He kind of wandered around and explored, but ended up curling up under a desk not wanting to come out. I put his bed next to him under the desk and put some treats in it and he eventually came out and got in it. I stayed there on the ground with him for hours, just petting him and talking to him softly. He is the sweetest thing and even though I've only had him for like- twelve hours, I love him so so much.
I decided to give him a little space, so I shut the door and went for a run. When I came back he was more willing to snuggle. I decided to take him into our room and let him lay on the bed next to me. He ended up cocooning into the sheets and snuggling up next to my legs.
This is a big transition for Milo. I can tell he is sad and confused, but I'm hoping within the next few weeks he will be happy and feel at home with us. And Shadow. Because he doesn't totally love the idea of him yet. ha!