Book about a girl who can shapeshift into various forms, like hyena and squirrel

Question

I probably read this young adult series (possibly a trilogy?) in 2015-ish. I don't remember much of the plot, but there was a girl who could shapeshift. I remember one scene when she transformed into a hyena but when she transformed back she was naked (because clothes go away when you shapeshift) and the hyenas huddled around her and then I think her older male mentor threw her his cloak/cape/jacket. I also remember that said mentor was introduced in the first book when he was shifted into a raven/crow and then an older female mentor helped him because he was running from someone or injured. In the third book I'm pretty sure that the main character had to transform into a squirrel to steal papers from an office/camp because there was a war going on.

The book was hardback and about an inch thick, and had an intricate color illustration on the cover, but I don't exactly remember what it was of (I think a person-probably female- and nature/animal motifs). I'm fairly sure that the author was female, and this was definitely a YA and probably fantasy book, not necessarily 4th-6th grade level, even though that's when I read them.

Answer 1

The bit with the crow makes me think this is the Immortals series by Tamora Pierce. It appears in the first book Wild Magic.

The mage Numair, the knight Alanna, and Queen Thayet enlist thirteen-year-old Daine's help to battle the dreadful immortal creatures that have recently begun to attack the kingdom of Tortall.

The scene where Daine transforms back from being a hyena to find herself naked is in the third book Emperor Mage:

Daine gasped and lost her grip on the hyena shape. She turned human instantly—human and unclothed—and sat down hard. "No," she whispered, breathless. "Gods, this is too horrible. Don't do this to me."

The hyenas shifted to form a circle of furry bodies, concealing her, as the man came forward.

The scene with the squirrel is in the second book, Wolf-Speaker, though I don't think Daine transforms into a squirrel. She just asks the squirrel to spy for her.