证明:(1)连接$OC,$$BC,$$OE。$因为$BD$是$\odot O$的切线,所以$OB\perp BD,$所以$\angle OBE = 90^{\circ}。$
因为$AB$是$\odot O$的直径,所以$\angle ACB = 90^{\circ},$所以$\angle BCD = 180^{\circ}-\angle ACB = 90^{\circ}。$
因为$E$是$BD$的中点,所以$CE = BE=\frac{1}{2}BD。$
在$\triangle OCE$和$\triangle OBE$中,$\begin{cases}CE = BE \\ OC = OB \\ OE = OE\end{cases},$所以$\triangle OCE\cong\triangle OBE,$
所以$\angle OCE=\angle OBE = 90^{\circ},$所以$OC\perp CE。$
因为$OC$是$\odot O$的半径,所以$CE$是$\odot O$的切线。
(2)因为$AB = 4\sqrt{3},$所以$OB=\frac{1}{2}AB = 2\sqrt{3}。$
因为$\angle ABD = 90^{\circ},$$\angle D = 30^{\circ},$所以$\angle BAD = 90^{\circ}-\angle D = 60^{\circ},$$AD = 2AB = 8\sqrt{3},$
所以$\angle BOC = 2\angle BAD = 120^{\circ},$$BD=\sqrt{AD^{2}-AB^{2}} = 12,$所以$BE=\frac{1}{2}BD = 6,$
所以$S_{\triangle OBE}=\frac{1}{2}OB\cdot BE = 6\sqrt{3},$所以$S_{四边形OBEC}=2S_{\triangle OBE}=12\sqrt{3}。$
因为$S_{扇形OBC}=\frac{120\pi\times(2\sqrt{3})^{2}}{360}=4\pi,$所以$S_{阴影}=S_{四边形OBEC}-S_{扇形OBC}=12\sqrt{3}-4\pi。$
故阴影部分的面积为$12\sqrt{3}-4\pi。$