I solved the issue and this is how.
After lot of research and dozens of suggestions I decided to try something simple first.
My Samsung UE39F5500 was connected directly to the Internet, no cables apart from the power.
I opened the back of the TV and made sure everything was properly connected especially the highlighted part on the image. (shows how technical I am).
Problem solved.
I solved this problem - and on my UE55JU6800 it was associated to the HDMI connections. After a lot of trial and error this is how. Disconnect all HDMI cables, reset the TV, turn hard off (disconnecting the power), restart without connecting the HDMIs. Sometimes it took a few turns, including re- and disconnecting the HDMI cables in different slots, having the HDMI connected or not upon restart. To be honest, I'm not sure if all the above steps are needed or in which order. I'm no expert, just very stubborn. But now the shade is gone. If forever, time will tell Atm I disconnect all HDMI cables before shutting it down and so far the shade has not reappeared. What I find slightly strange is that this fix seems to be unknown by all experts in the Samsung universe. Maybe you experts can figure out the correct sequence and let us know. Better (for us) than buying a new TV or spend loads of money on repair. 
