It's a shadow being cast by Jung, but it's not HER shadow. There's a long story behind it that has to do with her connection to the spirits and one of them latching onto her. Probably best not to get into it. She's not running from anything, just backing away from the water. The shadow is on the cavern wall behind her.
1. Because I wanted official art of my character rather than using placeholder art that doesn't belong to me. 2. I actually have given the backstory of the character in the description here: [link] 3. The viewers who I actually care about knowing the details of the picture are already familiar with the character, because I roleplay her with them. 4. I only answered the questions you asked about the picture. You did not ask me for the entire backstory, or I would have provided such. 5. The event being depicted has not yet occurred in roleplay on the place I play Jung. Revealing too many details to the people who will be roleplaying with me would spoil the surprises, so I chose to not spam up the comments on Eudetenis's gallery with information I am not yet ready to reveal. 6. If I had thought knowing the backstory is critical to enjoyment of the picture, rather than the fact it is fantastic art by a gifted artist, I would have just given that information to begin with. 7. I commissioned the art with my own enjoyment in mind, rather than random strangers.