Neutron capture reactions are the main contributors to the synthesis of the heavy elements through the s-process. Together with 13C(α, n)16O, which has recently been measured by the LUNA collaboration in an energy region inside the Gamow peak, 22Ne(α, n)25Mg is the other main neutron source in stars. Its cross section is mostly unknown in the relevant stellar energy (450 keV < Ecm < 750 keV), where only upper limits from direct experiments and highly uncertain estimates from indirect sources exist. The ERC project SHADES (UniNa/INFN) aims to provide for the first time direct cross section data in this region and to reduce the uncertainties of higher energy resonance parameters. High sensitivity measurements will be performed with the new LUNA-MV accelerator at the INFN-LNGS laboratory in Italy: the energy sensitivity of the SHADES hybrid neutron detector, together with the low background environment of the LNGS and the high beam current of the new accelerator promises to improve the sensitivity by over 2 orders of magnitude over the state of the art, allowing to finally probe the unexplored low-energy cross section. Here we present an overview of the project and first results on the setup characterization.