解:(1)直线$BD$与$\odot O$相切.理由如下:连接$OB.$因为$\angle ACB = 60^{\circ},$所以$\angle AOB = 2\angle ACB = 120^{\circ},$所以$\angle BOD = 180^{\circ}-\angle AOB = 60^{\circ}.$因为$\angle ADB = 30^{\circ},$所以$\angle OBD = 180^{\circ}-\angle BOD - \angle ADB = 90^{\circ},$所以$OB\perp BD.$因为$OB$是$\odot O$的半径,所以直线$BD$与$\odot O$相切.
(2)因为$\angle BOD = 60^{\circ},$所以$\angle BAD=\frac{1}{2}\angle BOD = 30^{\circ}.$因为$\angle ADB = 30^{\circ},$所以$\angle BAD = \angle ADB,$所以$BD = AB = 4\sqrt{3}.$因为$\angle OBD = 90^{\circ},$所以$OB=\frac{1}{2}OD.$设$OB = x,$则$OD = 2x,$所以$BD=\sqrt{OD^{2}-OB^{2}}=\sqrt{3}x,$所以$\sqrt{3}x = 4\sqrt{3},$解得$x = 4,$所以$OB = 4,$所以$S_{\triangle OBD}=\frac{1}{2}OB\cdot BD = 8\sqrt{3},$$S_{扇形OBE}=\frac{60\pi\times4^{2}}{360}=\frac{8\pi}{3},$所以$S_{阴影}=S_{\triangle OBD}-S_{扇形OBE}=8\sqrt{3}-\frac{8\pi}{3}.$