解:$(1) ②$两个正方形的面积之和
$\begin {aligned}S &= x^2+(a - x)^2\\&=x^2+a^2-2ax+x^2\\&=2x^2-2ax + a^2\end {aligned}$
$ (2) $因为四边形$APCD、$四边形$PBEF $均为正方形,
$AP = x,$$BP = a - x,$
所以$CF=PF - PC=a - x - x=a - 2x。$
$ $阴影部分的面积$S = S_{正方形APCD}+S_{正方形PBEF}+S_{\triangle FCD}-S_{\triangle ABD}-S_{\triangle EFB}$
$ \begin {aligned}&=x^2+(a - x)^2+\frac {1}{2}x·(a - 2x)-\frac {1}{2}x·a-\frac {1}{2}(a - x)^2\\&=x^2+\frac {1}{2}(a - x)^2+\frac {1}{2}x·(a - 2x)-\frac {1}{2}x·a\\&=x^2+\frac {1}{2}(a^2-2ax+x^2)+\frac {1}{2}(ax - 2x^2)-\frac {1}{2}ax\\&=x^2+\frac {1}{2}a^2-ax+\frac {1}{2}x^2+\frac {1}{2}ax - x^2-\frac {1}{2}ax\\&=\frac {1}{2}x^2+\frac {1}{2}a^2-ax\end {aligned}$