The demon Shax appears in the grimoires Book of Incantations, The Discoverie of Witchcraft, Pseudomonarchia Daemonum, The Lesser Key of Solomon, and Dictionnaire Infernal
From The Lesser Key of Solomon, Crowley/Mathers edition:
The Forty-fourth Spirit is Shax, or Shaz (or Shass). He is a Great Marquis, and appeareth in the Form of a Stock-Dove, speaking with a voice hoarse, but yet subtle. His Office is to take away the Sight, Hearing, or Understanding of any Man or Woman at the command of the Exorcist; and to steal money out of the houses of Kings, and to carry it again in 1,200 years. If commanded he will fetch Horses at the request of the Exorcist, or any other thing. But he must first be commanded into a Triangle, A, or else he will deceive him, and tell him many Lies. He can discover all things that are Hidden, and not kept by Wicked Spirits. He giveth good Familiars, sometimes. He governeth 30 Legions of Spirits, and his Seal is this, etc.
Illustration of Shaxsource: archive.org
Timeline of related events
1536Publication of De praestigiis daemonum (lists this demon)
1584Publication of The Discoverie of Witchcraft (lists this demon)
1641Publication of the Lesser Key of Solomon (lists this demon)