Nightmare Shepherd is a rare Enchantment Creature — Demon card from Theros Beyond Death (THB), collector number 315. Current market price: $2.40 (foil $4.94), TCGplayer market prices via Scryfall.
Flying Whenever another nontoken creature you control dies, you may exile it. If you do, create a token that's a copy of that creature, except it's 1/1 and it's a Nightmare in addition to its other types.