If I have a shadow moon on the field, and it's powering my things, such as horrid worm on the field to be a 4000, then a searing wave would only kill the shadow moon, right?

yes, all your creatures are hit by the wave at the same time, and since shadow moon keeps its effect until after the wave's passed, no one above 3000 thanks to shadow moon dies, but shadow moon that is.

I know the ruling is that shadow moon's effect stay's in effect when wave is cast, im just trying to make a image to go with it and ot explain it.

That'll be proof enough for my friend.