I was looking for a book about an alien that can transform oneself to any living form escaped to earth. I think its name is the fugitive or the chased and it was published before 1995. I don't have more information because it was translated into Arabic.
This is tough as this is a very popular sci-fi trope, but I'll submit Stinger by Robert R. McCammon. Published in the late 80's, it is about (emphasis mine):
Ever since the copper mine closed, the West Texas desert hellholes of Inferno and Bordertown have been slowly dying. Snake River isn’t the only thing that divides them. Racism, gang wars, and anti-Mexican sentiment have turned the sun-scorched flatlands into a powder keg. If anything can unite them for now, at least in awe and wonder, it’s the UFO that comes soaring out of the clouds like a flaming locomotive.
In the wake of the crash, a young alien named Daufin has arrived, too. A fugitive who has taken the form of a human, she knows the terror that awaits the inhabitants of this planet—because it is looking for her.
When Stinger, the monstrous alien bounty hunter, arrives, it’s with a destructive fury and a devious plan to find Daufin—by entombing the residents in an impenetrable and inescapable dome. A relentless killing machine, Stinger has an infinite capacity for death and destruction. And over the next twenty-four hours, this town is going to bleed and burn. Now, the few remaining survivors must come together to protect Daufin, themselves, and the world beyond from total annihilation.
The bounty hunter alien is kinda like a giant scorpion, I don't recall if it has some shape shifting capability or always looks like that. Daufin can definitely shape shift to a degree.
Sounds like Shape-Changer by Bill Brittain.