The following was written after round #1 in Dorn and Aele's encounter with beastmen and Set cultists at a defiled shrine a couple miles outside of Gosterwick.
In the rules for Shadowdim, if the three of more player-character heroes are acting as a unit in combat, then they do not get to use a Fray die. Acting as a unit does not necessarily mean they are arranged in a phalanx. They might be separated from one another by several yards, but if they have the ability to move freely about the battlefield, they don't get a Fray die.
If only two heroes are together in a combat, they are allowed to use a Fray die. However, damage done by the Fray die is applied to foes' hit points, not their Hit Dice. This is the case as long as the two heroes have the ability to move freely about the field of combat, such that they potentially could close ranks with one another, fighting side by side or back to back. If some magical effect, physical obstacle, or other impediment precludes the two heroes' ability to close ranks with one another, then their Fray dice do damage to foes Hit Dice, rather than foes' hit points.
If a single player character hero is alone and fighting one or more foes, that hero's Fray die damage is always applied as Hit Dice damage.
Fighter-Rogue gestalts use a d6 Fray dice that can only target foes with whom the PC is in melee range of; Wizard-Priest gestalts use a d4 Fray die that can hit any foe, even one that has more Hit Dice than the Wizard-Priest has levels, and the Wizard-Priest's Fray die can be used at range — up to 30 feet away.