There are ways to do that, plus animation effects you can use/make to create a shadow-like effect. If you know how to script it, it's possible.
Possible as well in either normal dialogue display or Visual Novel script. Some people create cutscenes with different programs and convert them into videos, that way it would import them into the RPG Maker engine. Then it plays when activated, sometimes automatically when first entering a scene.
I do think you guys should settle for a simple test story first before going any bigger.