"A prophetic Taoist god, originally known as Mao Shogun. Due to a linguistic error involving the Chinese word for cat, his name was changed to Neko Shogun."
Neko Shogun is one of the new Personas added to Portable from Persona 4. He's available to be summoned when the Protagonist reaches Lv. 19 or higher. To fuse Neko Shogun, Pyro Jack, Lilim, and Pixie are needed. Alternatively, it is also possible to fuse Neko Shogun using Mokoi, Hua Po, and Pixie.
Persona 4
Neko Shogun is available to be summoned should the protagonist reach Lv. 32 or above, and if the special multiple fusion options become available. Neko Shogun's fusion prerequisite requires the protagonist to perform a Cross-Spread Fusion consisting of Saki Mitama, Ara Mitama, Nigi Mitama and Kusi Mitama.
In one of the requests in the Empress ArcanaSocial Link, Margaret requires the protagonist to present her with a Neko Shogun with the skill Bufula. To do so, create Kusi Mitama with the Bufula by fusing King Frost, which innately has Bufula, together with Hua Po.
Persona 5'
The ability to fuse Neko Shogun is unlocked at Rank 1 of the StrengthConfidant, which can be started by talking to the twins starting on 5/18. The task they give the protagonist is to show them a Jack Frost with Mabufu, which he learns at level 12.
DemiKids Light & Dark
"This agile cat-demon was once a sword-master before he was transformed by an evil wiszard."
Neko Shogun can be obtained by rank fusing Cait Sith nine times.
Devil Survivor 2
"A prophetic Taoist god, originally known as Mao Shogun. Due to a linguistic error involving the Chinese word for cat, his name was changed to Neko Shogun. He has the body of a human and the head of a cat. His tomb is said to be located in what is now Vietnam."
—Devil Survivor 2 Compendium
Neko Shogun spawns as a Boss in the very last wave of enemies when the Protagonist, Makoto Sako, and Otome Yanagiya are trying to survive being trapped in one of JP's underground train stations. After he is defeated, he is unlocked for fusion. He is a Unique demon only available through the special fusion between Nekomata and Thor.
The Animation
Neko Shogun appears as a demon under the ownership of Jungo Torii, most likely as a symbol of Jungo's love for cats and his Fate events in the original game.
Jungo first summons it in a skirmish against a rebel mob in the JP's headquarters in Nagoya, and fights alongside Airi Ban's Cait Sith. Neko Shogun is shown to be very powerful in comparison to other demons, as the rebels' demons were quickly destroyed in the battle. Notably, it specializes in close combat and physical assault rather than magic. However, it could not do significant damage to Phecda, and was destroyed alongside other fellow demons by Phecda's beams.
It is also used to fight off other Septentrion, the next being Megrez. Though Neko Shogun's attacks seem effective against it, Megrez's recovery powers allowed it to recover off the damage fairly quickly. Neko Shogun also contributed in a full-on attack against Benetnasch alongside other demons, but it later gets forcibly returned to its cell phone due to this Septentrion's demon-revoking properties.