Macaque is one of the four special magic monkeys, which are not supposed to be related to each other by blood or cloning. Wukong could not make clones the moment he was born. In my copy at least, Journey to the West also states that Macaque is his own being outside of Wukong and only envies him. Macaque also does not have the same powers as Wukong in Monkie Kid, he needed to steal them from MK. Macaque looks similar but not the same as Wukong to subtly hint to his past within his character design, since he used to pretend to be Wukong in order to steal his life and glory. "Are you ever going to get tired of living in my shadow" is usually a statement meant to call out someone who is constantly copying someone else, not a literal statement meaning that person is a shadow. MK's clones also might go out of control based on MK being an amateur and not knowing how to control his clones.
Okay, there are a lot of good points here, I'll address them one by one :)
Macaque being one of the four special/Spiritual Primates
As far as I can see, the Four Spiritual Primates are 'beings that do not belong to the ten categories all beings are classified under'. To me this seems like Macaque is unclassified, and does not fit into any category, so I don't think this invalidates him being a clone.
Wukong could not make clones the moment he was born
Definitely true, (at least in JTTW, and it's almost certainly the same for LMK), but Wukong used his cloning ability loads of times before he encountered Macaque in JTTW, any one of those clones he made could've gone astray.
Macaque is his own being outside of Wukong and only envies him
Unfortunately, I'm not up to that part in JTTW, but I skipped ahead and had read anyway, and it's definitely true that Macaque is described as his own being, but I think that just because he is his own being that doesn't mean he isn't a clone, or wasn't one to begin with. Can't find the part where it says he envies Wukong, but I don't doubt that it's probably in there somewhere, but what if he envies Wukong because he's a clone of him?
Macaque looks similar to hint to his past pretending to be Wukong
I think this is a matter of opinion, since it hasn't been confirmed, but I don't really see why Macaque would take up a form similar to Wukong's. I think the animators/crew could've easily made him look different, like at the very least giving him different eyes, but they didn't.
Macaque doesn't have the same powers as Wukong, he needed to steal them from MK
Okay, this is definitely the best point against my theory. But, I feel like even though we didn't see him use his (supposed) powers similar to Wukong's before fighting Wukong, he clearly knew how to use them (and with great skill). I think when he stole MK's powers, he stole the power/energy behind them, not the specific powers themselves (if that makes sense), and already had powers that mirrored Wukong's, they just weren't as powerful.
Case in point, before he stole MK's powers he could make dark chi projections/objects, as evident by his staff, and when he was training MK, MK can clearly do the same thing:
The dark chi projection power is clearly a power that MK (and presumably Monkey King) has, but is probably too dangerous or volatile to use.
AND: the shadow clones. If he stole MK's specific set of powers, and not the power/energy behind them, why would his cloning power not work the same as Wukong's or MK's? Either he already had those powers, or your right and he didn't.
But if he didn't have those powers beforehand, I think my theory still stands, because maybe clones don't get powers, maybe their usefulness only extends to what they're physical body can be used for. And maybe when he got MK's powers, he can't fully use the cloning power because he is a clone himself (a copy is of slightly porter quality than the original, and a copy of a copy will be of even poorer quality (this applies to everything, especially photocopies)).
'Are you ever going to get tired of living in my shadow?' is a statement usually meant to call out someone copying someone else, not a literal statement meaning that person is a shadow
Personally, I think Wukong wouldn't know that Macaque is a clone (if he is), and you're definitely right that Wukong is calling out Macaque for constantly copying him with this line, but I feel like that statement could definitely be foreshadowing. I like the idea that Macaque is a literal shadow though, he definitely has a shadow form.
MK's clones might go out of control because MK is an amateur and doesn't know how to control clones
It's definitely true that MK doesn't know how to control clones, but I was getting at the fact that it seems that they become sentient/sapient if they are separated from the original for an extended period of time, or exist for too long. I think it's entirely possible that Wukong made a bunch of clones one time and one of them got sperated from him/the group or got left behind. Also, surely there was a time when Wukong was figuring out his powers and he couldn't control his clones?
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