Can anyone tell me which sourcebooks from the prior editions introduced or detailed the Shedim to any significant degree? I made the jump straight from 2nd edition to 4th, and have some holes in my knowledge.

Year of the Comet introduces them, so you get a lot of info there, and Threats 2 covers Master Shedim. Shadows of Asia, in the Middle East section, describes the actions of one Master Shedim.

Thanks! I think I can get most of those in PDF format too. Awesome!

Survival of the Fittest ahs some as well IIRC

If you find Threats 2 in PDF could you link with the stores address? I've been looking for that one to show up in the stores I have linked and haven't been able to find it yet...

System Failure has a continuation of the shedim metaplot.

You should also check out "Street Magic" pages 154 and 155. Not a big write-up on shedim, but there are the official 4th ed rules listed.