I was lucky when I encountered him that he killed me quickly, before the game autosaved. He spawned just a few feet away from me at a sat while I was dealing with a pesky mannequin. Turned around, he was moving toward me, and then I got the lines and crashed.
Fortunately, my previous save was just before I came down the steps at the sat to find Manny creeping on me, and when I loaded it, the Shadow did not spawn and I just continued playing. I would be super cranky to have it save during a hunt and be unable to continue that particular game run, because it does not look like he eventually gives up and you can continue with your work/exploration.