A gender issue

Shale, my villain for The Unraveller is a spirit. Shale was once human, and most people believe he was a man. Not having a phisical form, Shale uses the creatures of the world he created as avatars; both female and male ones, and even some that are not human.

My question is, when I'm using the pronouns do I refer to Shale as "him" or do I use the adequate pronoun to whatever form he's using at the time? What do you think?

Thank you all for your help.

I generally don't have this sort of problem, because, in Portuguese, we don't need to express the subject, but this particular story is being written in English, and there's no getting around it.

I guess I am going with the adequate pronoun to whatever shape he's in, and maybe put in a little explanatory paragraph somewhere early in the text.

Thank you once again.