St. Thomas Aquinas quotes these Fathers in his Catena Aurea on Luke 1:35:
GREG. By the term overshadowing, both natures of the Incarnate God are signified. For shadow is formed by light and matter. But the Lord by His Divine nature is light. Because then immaterial light was to be embodied in the Virgin’s womb, it is well said to her, The power of the Highest shall overshadow you, that is, the human body in you shall receive an immaterial light of divinity. For this is said to Mary for the heavenly refreshing of her soul.
GREG. NYSS. Or he says, overshadow you, because as a shadow takes its shape from the character of those bodies which go before it, so the signs of the Son’s Deity will appear from the power of the Father. For as in us a certain life-giving power is seen in the material substance, by which man is formed; so in the Virgin, has the power of the Highest in like manner, by the life-giving Spirit, taken from the Virgin’s body a fleshly substance inherent in the body to form a new man. Hence it follows, Therefore also that holy thing which shall be born of you.
Cornelius à Lapide, S.J.'s commentary on St. Luke's Gospel:
Shall overshadow thee. S. Gregory (33 Moral. c. 2) explains thus, “The Word of God in thee will assume a body, which will be as it were a shadow of Deity, for it will as a shadow veil and conceal It.” And again he says (18 Moral. 12), “The human body in thee shall receive the incorporeal light of Divinity.” Origen says also, that the Body of Christ is called a shadow, because in the Passion it was humiliated and obscured after the manner of a shadow.
S. Ambrose (on Psalm 119) understands by the shadow this present and mortal life which the Spirit gave to Christ, for this is, as it were, a shadow of the true life and of eternity.
S. Augustine (Quœst. V. et N. T. c. 15) says, The power of the Highest shall overshadow thee, i.e. shall attemper itself to thee, as a shadow adjusts itself to a body, for thy human weakness could not contain the fulness of its force and power.
But more simply, the meaning is, It will cover thee as with a veil, i.e., will secretly work a mighty operation in thee; for it will be such and so great a one that no man or angel can penetrate into or comprehend it. For, first, it will form in thee the perfect humanity of Christ; and, secondly, it will unite the same in a certain ineffable manner to the Person of the Word.
Again, to overshadow may be taken as answering to the Hebrew word ענן, to cover with a cloud, and so to rain upon, for a cloud pours forth rain, and hence by the shadow and the cloud is signified rain, which is poured forth from the cloud and renders the earth fruitful. An allusion seems to be made to Psalm 72:6, He shall come down like the rain into a fleece of wool.
The Greek verb is ἐπισκιάω.