They are indeed allies (or more likely servants) of the Shadows. They are called Soldiers of Darkness and are referenced in this context in the Book of G'Quan, the Narn holy book, which also depicts one of them:
They fought on the side of the Shadows in the first Shadow war. Amis, from this same episode, has a history with this particular creature (conversation starts at 21:27 on my DVD copy):
Garibaldi: I arrested a Lurker named Amis who was stationed on a deep space outpost during the war. 47 men landed on that moon, all of them were slaughtered, except one.
Franklin: Is there a point to this?
Sheridan: Amis thinks what wiped out his post came here on the Copernicus.
Franklin: No, we ran a thorough scan on that ship. If there was an alien on board, we would have found it.
Garibaldi: This is something we've never seen before, something completely outside our experience. I traced the ship's path. It passed within the gravitational well of the same moon Amis was stationed on.
Apart from Amis' linked history with this one Soldier of Darkness, there is no mention of this creature or any like it in the series or tie-in works again. I assume they were mostly wiped out in the Shadow War and only a handful exist in isolation, but I have no proof of this.
There's a little more detail about them on the Babylon 5 wiki, but not much: