The Davidic covenant is hard for me too. And, I think the article Brandon posted helps, but also shows the difficulty.
It seems that the Bible is clear that the Abrahamic and Mosaic covenant have been fulfilled and done away with. Fulfilled by God's mercy and grace in keeping the actual physical promises. Fulfilled in what was promised has come in Jesus and His new covenant. Done away with because of the kings' and nation's disobedience.
The Davidic seems to be spoken of as fulfilled and done away with, but not really. So, it's harder for me to see the discontinuity. I guess for me, I'm trying to see the way in which Christ in the new covenant fulfilled the promise in the Davidic, without being a part of the Davidic.
So, how is the Davidic a mere shadow of the New covenant...seeing that Jesus is actually of the tribe of Judah. Maybe I'm rambling and not making sense. Sorry if that is the case.