Shepardon is a friendly kaiju who protected the underground civilzation of the Victorians and worked with Ultraman Victory. I think the name is a bit of portmanteau of "shepherd" and "leopard" with the ubiquitous "-don" ending in so many monster names.
I really liked Ultraman Ginga and its sequel Ultraman Ginga S where Shepardon appeared. They were a fun reinvigoration of the Ultra Series and it was neat to see a kaiju who wasn't bent on destroying the planet. The ridiculousness of the underground people being called "Victorians" and needing "Victorium" crystals (like the one on Shepardon's back) is delightfully silly.