Thoughts are similar to shadows, both being immaterial. Whatever reality a shadow has, it lies on the (gross) object that projects it; the difference is that while shadows are inert thoughts can be operative, have effects in the ‘outside’ world, since the mind on which they depend is a subtle, dynamic entity. “Ideas have consequences”.
Thus, shadows and thoughts, though insubstantial, are not unreal, since objects (and thoughts) are reducible to the mind that perceives them, and the mind is reducible to Consciousness, the only reality there is. This is the direct path.