Sea hags first appeared in Supplement II: Blackmoor as a kind of reverse dryad. As the sea hag was so likened to a dryad in its original entry, it's that monster I'm using to compare the sea hag's new stats with.
The sea hag's death stare is still intact, but it's been somewhat nerfed. Originally it was save vs. spell or die. Now the sight of a hag requires a save vs. magic or the victim loses half its strength for a few turns. Three times a day the hag can use a stare that will kill a victim on a failed save.
They were previously said to have all the powers of a dryad, which amounted to a powerful Charm spell, but that's no longer the case. What it's gained in return is a 50% magic resistance, which seems a fair trade-off to me.
We also learn that sea hags live in salt water shallows, and they eat their victims. Cannibal witches are rad.
Number Appearing: Old - 1-6; New - 1-4
Armor Class: Old - 5; New - 7
Movement: Old - 12; New - 15
Hit Dice: Old - 2; New - 3
So what we have is a monster that is slightly stronger physically, but has lost a good deal of its magical power. I figure that this all ties in with wherever they gained their magic resistance from, probably some deal with the devil type thing.
SEA HORSE, GIANT:
Sea Horses made their first appearance in Supplement II: Blackmoor. Here they get some added detail related to their general temperament and habitat, whereas before they were simply steeds for mermen. Given that the mermen in the Monster Manual have fish tails and are unsuited for riding, sea horses now serve as steeds for aquatic elves and locathah.
Their damage range has been tweaked a bit as well. Originally all sea horses did 1-6 damage with a headbutt, but now the range is dependent on how many Hit Dice the sea horse has.
Movement: Old - 12"; New - 21" (Could this be a typo?)
Hit Dice: Old - 2 to 3; New - 2 to 4
Sea lions make their first appearance here. Anything becomes more radical by adding a lion's head (case in point), and fish are no exception - this is basically a fish-lion hybrid that inhabits coastal waters and eats people. There's a real world animal called a sea lion, but it's just a kind of seal. Nevertheless, Gary could never resist riffing on a pun, and so we have the much cooler D&D version.
Shadows were first mentioned in OD&D Vol. 2, and got a full write-up in Supplement I: Greyhawk. They are still incorporeal, strength-draining shades that can only be struck by magical weapons. The duration of their Strength-drain has been altered from 8 turns to a range of 2-8. In addition to their immunities to sleep and charm, they have gained immunity to hold spells and cold-based attacks. They have also become 90% undetectable, though don't ask me how that meshes with the surprise rules. There's also a note that they are easily detectable in bright light.
The main point of difference is that in OD&D, shadows are specifically said to not be undead (or at least implied to be a class of undead unto themselves). Here that distinction is not made, and they are undead like any other. They do get tied to the Negative Material Plane for the first time.
Movement: Old - 9"; New - 12"
Hit Dice: Old - 2+2; New - 3+3
Damage: Old - 1-4; New - 2-5