Well, you haven't encountered it again since that time. I wouldn't worry about it unless you come across it.
Now, was it actively attacking you or just sort of floating around menacingly? If it's attacking you, freeze it and/or the dream environment by shouting "Freeze!" or "Stop!" Once it's stopped, use that time to get away. Summon a door and go through it to enter a more pleasant scene. Lock the door when you get to the other side and/or destory or un-summon (make it vanish) it so that the shade can't follow.
It may sound silly, but bear with me. If you've seen the Harry Potter movies or read the books (probably), they sound like a Dementor (sucking up happiness and joy). Wave a magic wand and summon a
Patronus to negate its effects and chase it away. I could provide more details if you're not familiar with HP. Just another idea

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