A sort of shadow figure

Same here. The advice I gave was specifically for hostile entities. Your first priority should be to communicate with this thing and ask why it is doing what it is.

Well, "she" is gone for now. She stopped showing up near the end of November.
The last time Joseph saw her, I saw her as well. She was just sitting in the backseat of his car. She smiled, but it wasn't a unsettling event actually.
Next year we will try to communicate with her. In our previous attempts she would show herself, then leave. I'm hoping she will stay around long enough to get information.

Thanks everyone for the advice :)