The idea of a Catholic with horns and a tail made me picture someone with a deer form or traits, just to be contrary. My mind then went hmm, maybe elk, sheep or cow rather than goat manifestation, and then I went hey, llama? Yak (I forget if they have horns)? Ooh, rhino.

I now want to stat up a Han Chinese or Tibetan Catholic refugee, living a significant distance away from their home region due to persecution, who's a yak shifter. Oops? :) They, whoever they are, consider their shapeshifting ability a gift from God, and tend to use it for mountain terrain search and rescue assistance.