I wouldn't recommend focusing on shadow damage gear on warlocks while dungeon grinding. 90% Of your damage in dungeons comes from hellfire. Also, spell damage has such a minimal effect until you can stack enough of it that it's just not worthwhile while leveling. I chose the gear with the most int/stam. Same as mages. You just want as much health and mana as you can get. At around 50, when you start getting to a level where you can acquire some preraid BiS gear, it's worth starting to collect shadow damage items.
That being said, there are some items with int/stam and spell damage that are obviously worthwhile. The staff from ZF is an obvious pick.
As for buying "non-endgame BoE's" it depends on the cost. I wouldn't spend a lot of gold on BoE's unless they were useful for a good long while. An example of this would be freezing band for mages.
https://classic.wowhead.com/item=942/freezing-band
You can equip them at level 47 of them and they're preraid BiS. Just weigh the gold investment against how much use you're going to get out of it. If you can replace the item with something you can farm by yourself at 60 then it's probably not worth investing a ton of gold in. In fact, even then it might not be worthwhile since IMO stam/int take priority over spell damage while leveling anyway. You're probably better off just using a green "of the eagle" ring. Particularly since most of your damage is going to be coming from fireball/arcane explosion while grinding dungeons.
Worth keeping in mind that BiS lists are geared towards raid entry and aren't necessarily as efficient when you're gearing to grind dungeons as a boxer.