Shadow Lady

Shadow Lady (シャドウレディ, Shadō Redi) is a manga series written and illustrated by Masakazu Katsura.

Plot
Shadow Lady takes place in the fictional city of Gray City, around a girl named Aimi Komori. She leads an ordinary, unassuming life as a waitress in a cafe until a small oni (De-mo) attacks her in an alley. Oddly, it brushes eyeshadow on her, transforming her into the daring, flirtatious cat burglar "Shadow Lady". To remain on Earth undetected, De-mo takes a human form and they pass him off as her little brother.

Shadow Lady's crimes befuddle the Gray City police, and a detective named Bright Honda takes it upon himself to discover Shadow Lady's true identity. Bright is also an inventor, and uses his inventions to try to apprehend Shadow Lady, but like the regular police's efforts, he too fails continuously.

The final story arc centers around Demon Police coming to take De-Mo back to the Demon World and execute him, for the crime of giving the magic eyeshadow to a human. In an effort to spare De-Mo's life, Aimi agrees to use her powers as Shadow Lady to retrieve three Demon Stones hidden in the Human World. This arc is heavily compressed into a rushed final battle.