Aren't Shedim minor horrors?
Generally speaking, upper-tier Runners end up in a lot of convoluted plots, intentionally or not. They're the playing pieces of the Greats, and similar powers. Deep mysteries are part and parcel of the level of play wherein your players can reliably, and safely, travel to Metaplanes, or provide enough damage that Greats would rather not fight them in-person.
Why not include Horrors into your campaign, once you've reached Prime Runner status with your entire party - like, say, Old Man Jones? Doesn't have to be on earth - they could be hired to investigate Dunkelzahn's death, or sent somewhere by Harlequin.