"A man who walks between worlds. They were sent from hell to oversee our world"
-Hector speaking of Maeve's sketches
The Shade is a symbol to the Native American Hosts in Westworld. It represents to Maeve memories of men wearing odd suits (hazmat suits) and standing over her after she had been shot. There has yet to be an exact reason why the Native American child would have such a toy.
Dolores and Maeve, two hosts who are increasingly realizing that they have lived lives far different from the current narratives and storylines that have trapped them in a constant loop meant to service the whims of those running the park and those visiting.
Maeve continues to have flashbacks associated with her repeated deaths over the repeated storylines that she’s served during her existence. As we’ve seen, these “memories” (which may imply some form of consciousness) continue to reverberate through her thoughts. At one point she recalls living on a farm with her daughter, where she is attacked by Native Americans and killed. She awakens on the operating table at Delos Incorporated, where she first spots the men wearing the strange suits standing over her.
Another of her vision/memory's shows park technicians in the hazmat suits that they wear. Maeve hastily sketches it afterward. When she goes to hide the drawing under a floorboard in her room, she finds a cache of similar drawings: This has happened before, and she hasn’t remembered.
Later, as some Native Americans are marched through town, a child drops its toy… and the toy is of a man wearing one of the hazmat suits. A soldier tells her the figure is part of the "indigenous people’s religion". Later, when Hector Escaton enters the saloon, Maeve puts a gun to his head and promises him whatever is in the safe, if he can tell her more about her sketches. He confirms that it’s a “shade,” a character from sacred native lore that they make figures of. When Maeve asks what the "shade" does, Hector states “a man who walks between worlds. They were sent from hell to oversee our world.”