What I think Paimon is after The Long Day in the Mountains quest
Contains spoilers + just my theories!!
After playing through the temple of space, I think everyone was quick to notice how the entire space seems familiar to Paimon. Including the part where she knew Dexter—called him "Dex"—before Istoria tells us the name.
I think Paimon is a baby shade.
Remember how at the end of the quest, Istoria tells Dexter to not forget what they've done for him? I always got the feeling that it means that Dexter can grow/ascend to become someone like Nihilita or Melanta—a watcher, basically.
I think it's the same with Paimon. I don't think she's part of any of the current existing shades. Especially after now that we have an indirect confirmation that Asmoday/Shade of space is with the traveler's twin. Also a reminder that one Melusine in Fontaine said Paimon has a string connected to the sky—meaning she's part of teyvat, not an outsider like the traveler.