As the shadow of Dr. Facilier, it is completley loyal to him, and even reflecting his mood in certain points: like making fun of Lawrense's clumsiness, biting its nails, when Facilier starts to worry about what would happen if Naveen wasn't found, and etc.
Despite being somewhat one of Facilier's "Friends on the Other Side," it has no association with them, and especially fears the fate it and Facilier will face if he fails to pay back his debt. But when Tiana destroys his talisman the voodoo doctor and his Shadow are dragged into the voodoo spirit world.
it doesn't always keep the shape of it's master. like when it became a snake during the song