Kolie only discovered she was a Shen around the time of the Winter Wonderland event, when she was run over by a car in the North of Sweden where she comes from.

In Hell she discovered that she was awake in a way that the other souls weren't and  after a long and torturous journey she escaped.

She has been checked by Bai Hu who explained that Kolie is one of the original Western Shen who was last active a thousands years ago. Kolie has no memory of her previous lives