It's a long-running mystery. Even before she disappeared for good, there were rumors back in 2057 when Dunkelzahn bequeathed the corp 80 million nuyen that the Carolyn who returned from one of her deep dives wasn't the original version. Possibilities tossed around back then included Anima, insect spirit, and western dragon. One can obviously add Shedim to that list subsequent. She could have been killed, banished, transmuted, or just fell off the face of the Earth. It's happened before.