I hear some people say, that the shadow priest is one of the hardest specs to play
Why are they so hard to play and are they still a difficult spec in midnight? 
This is largely stigma from at this point over 10 years ago. Shadow has a pretty simple set of priories that don’t really change from single target to aoe.
The one thing that can make shadow hard is the lack of mobility tools. If you want to do good damage in content, especially higher end content, where your expected to be moving out of mechanics / with your dungeon group then you need to be good at finding opportunities to stand still and cast important spells whilst moving a little on every instant cast that you have.