$解:(1)连接OE,过点O作OM\perp AE于点M$
$则AM=\frac{1}{2}AE,\angle OMA = 90^{\circ}$
$因为DF\perp AC,所以\angle DFC = 90^{\circ}$
$因为\angle CDF = 15^{\circ},所以\angle C=90^{\circ}-\angle CDF = 75^{\circ}$
$因为AB = AC,所以\angle ABC=\angle C = 75^{\circ}$
$所以\angle BAC=180^{\circ}-\angle ABC-\angle C = 30^{\circ}$
$所以\angle BOE = 2\angle BAC = 60^{\circ}$
$所以\angle AOE=180^{\circ}-\angle BOE = 120^{\circ}$
$因为\odot O的半径为3,所以OA = 3,所以OM=\frac{1}{2}OA=\frac{3}{2}$
$所以AM=\sqrt{OA^{2}-OM^{2}}=\sqrt{9-\frac{9}{4}}=\frac{3\sqrt{3}}{2}$
$所以AE = 2AM = 3\sqrt{3}$
$因为S_{扇形OAE}=\frac{120\pi\times3^{2}}{360}=3\pi$
$S_{\triangle OAE}=\frac{1}{2}AE\cdot OM=\frac{1}{2}\times3\sqrt{3}\times\frac{3}{2}=\frac{9\sqrt{3}}{4}$
$所以S_{阴影}=S_{扇形OAE}-S_{\triangle OAE}=3\pi-\frac{9\sqrt{3}}{4}$
$故阴影部分的面积为3\pi-\frac{9\sqrt{3}}{4}$
$(2)连接BE。因为AB为\odot O的直径,所以\angle AEB = 90^{\circ},所以BE\perp AC$
$因为DF\perp AC,所以BE// DF,所以\angle CBE=\angle CDF$
$因为\angle CBE=\angle CAD,所以\angle CDF=\angle CAD$
$因为四边形ABDE内接于\odot O,所以\angle AED+\angle ABC = 180^{\circ}$
$因为\angle AED+\angle DEC = 180^{\circ},所以\angle DEC=\angle ABC$
$因为\angle ABC=\angle C,所以\angle DEC=\angle C$
$所以DE = DC,所以\angle CDF=\angle EDF,所以\angle CAD=\angle EDF。$