Megan Shaw is a minor character in The Magnus Archives, first appearing in MAG 1 as a victim of the Anglerfish who disappeared in June of 2008 from Old Fishmarket Close in Edinburgh.
She reappears in MAG 87 as an aspect of the Stranger. She is "employed" at a workshop or factory in Gwydir Forest, a location used seemingly for experimentation with human remains. The facility engages in the flensing and sculpting of human body parts.
In MAG 119, we learn another victim of the Anglerfish, Daniel Rawlings, had his skin possessed by the same being that inhabits the skin of Sarah Baldwin during season 3, referred to as one of "hundreds of shells." It is possible this "construct" also wore the skin of Megan Shaw.
This would mean it would have been destroyed by Gertrude Robinson when she burgled the Trophy Room. Although this would mean the entity was once again in disguise as Daniel Rawlings. As the statement regarding him, MAG 54, took place one year before the Gwydir Forest incident, this would mean that the entity ranges widely and regularly moves between established aliases and alter egos.