Shefra is in Chapter 1 for Ellen. Before Shefra will spawn you will have to 
have captured every other
folk in the level. Once this is complete go to the middle save point in the 
level. You will see a turn off
to your left, take it. Shefra will be in the back half of the room but you 
can't attack her yet. She summons
3 - 4 folks that are a random assortment of Ogama and Daru. Defeat these 
folklore to cause Shefra to
resummon them, when she does this she will lower herself to the ground.
Lock on to her and use Cait Sidhe on her. This will take 3 - 4 hits, just 
keep spamming it. If you get the
timing right you can turn her red before she starts flying overhead. You 
could attempt to capture her, and
it is possible if you are lucky in the fact that the folks she just 
summoned stay on the other side of the
rocks in the middle of the room. I find it much easier to hurry and defeat 
the folks first. She will stay in
that sleep state for around 5 minutes. So hurry and take out the Ogama and 
Daru, then go back to
capture her. Her timing is difficult and will take a few tries for most to 
yank her id.
If you're having trouble with the Daru, they can be taken out in one hit 
with Cait Sidhe. I find the easiest
way to defeat the Ogama is to hit them twice with Boobrie and then do a 4 
hit combo with Pouke, to
conserve time when Ogama turns red I just finish him off with Pouke instead 
of trying to absorb him.