The shape. The shadow, the entity, the figure, or better yet, use a clever metaphor that relates to the character's, well, characterization. Warp the entire prose to fit in with it, if you want to be extra thematic about it.
While I'm probably of an older school of thought on the matter, I don't particularly like using 'they' unless it's a literal hivemind we're talking about because anyone outside of the diversity loop will inherently be somewhat be confused by this being used as a singular pronoun. It may infer a nonhuman entity, but it's preferable if you don't even want to give away the mystery figure's apparent gender. Hell, that sense of otherness can work to your advantage if it's appropriate.
In terms of it feeling forced, using they instead will only barely mask the idea that it is, indeed, forced. But if you want it to feel organic, make it organic. Don't be afraid to let a few crucial hints slip through if the situation genuinely calls for it; it's one thing to intentionally hide things from the reader, but if they never realize it they'll never get a taste of that hidden depth that you've woven into the story. In short, secrets are planted to be discovered, don't forget that.
