In Sound Mind

This takes place after entering the lighthouse in Allen's tape for the first time, which is also right after you encounter the shade for the first time. Once you enter the lighthouse you'll see your path forward is blocked off, and you'll need to find another way to remove the blockage. Just outside you'll soon start going down a cliff very close by to the lighthouse. The shade will start launching a few different objects down towards you as you make your way down. You simply need to shoot one of these objects with your pistol, I'd recommend the large crates, as they are easy targets.