These Shadow Realm denizens, referred to as “Tulpas” in the occult tome Spirits of the Shadow Realm, are ectoplasmic manifestations of strong emotions. They are allowed to materialize more freely if there is a gateway open between the mortal world and the Shadow Realm, though they are only active in the Shadow Realm, and as invisible in the real world as any other Shadow Realm spirit.
Tulpas have blurry, shifting forms, usually modeled either after the target of the emotion that powered them, or after the person who had this emotion in the first place. Hence, the Tulpas created in 2019 from Lena De Spell's fear of Magica returning and possessiveness towards Webby Vanderquack started out resembling Magica, but soon morphed into twisted parodies of Lena's own shape.
Behind the scenes
It is worth noting that they bear only passing resemblance to the concept of Tulpa as it exists in the real world; in both the Buddhist and modern conceptions, Tulpas, though they are also mental creations taking on a life of their own, are not wicked spirits born of strong emotions, but rather intentional creations of an occultist, comparable to "psychic golems"; endowed with the personality and vitality chosen for them by the "Tulpamancer", the Tulpa then comes into existence. (In the original Buddhist conception, the Tulpa materializes like a ghost, and is visible to others; more rational, modern believers in Tulpas envision them more as intentionally-created split personalities or as sentient imaginary friends.)