If you watch this (silent) video you will see a shadow of not only the candle but also the flame. How can we get a shadow that emits light? The trick is to use a light source strong enough to make the differences in air/gas density visible. Stronger than the light of the candle) Near the flame the air is expanded because of the heat. Also near the flame the air will contain substances of evaporated candle and its burnt remains. The light will be deflected an even partly absorbed in this area producing a darker background of the flame an its hot surroundings..