To answer the above question, the relevant sentence is: Shadow of War continues the previous game's narrative, which is based on J.R.R. Tolkien's legendarium and set between the events of The Hobbit and The Lord of the Rings.
This justifies what answer for what question? Q & A:
Passage: Shadow of War continues the previous game's narrative, which is based on J.R.R. Tolkien's legendarium and set between the events of The Hobbit and The Lord of the Rings. Like its predecessor, the game also takes heavy inspiration from director Peter Jackson's The Hobbit and The Lord of the Rings film adaptations. The player continues the story of the ranger Talion and the spirit of the elf lord Celebrimbor, who shares Talion's body, as they forge a new Ring of Power to amass an army to fight against Sauron. The game builds upon the "Nemesis System" introduced in Shadow of Mordor, allowing Talion to gain followers from several races of Middle-earth, including Uruks and Ologs, and plan out complex strategies using these to complete missions.

Question: Based on this passage, when does shadow of war take place in lord of the rings?
between the events of The Hobbit and The Lord of the Rings