dbnortheast: I haven't heard Shani mentioned
at all in the second game. I can fathom not including her, but not mentioning her is strange.
mp84: She is sort of mention in one of the stylized cutscenes, as Roche says an girl with "ashen" hair tried to tend to Geralt's after he was stabbed in the Massacre at Rivia.
Or was he referring to Yen?
That's Ciri. Who is basically Geralt's and Yennefer's (and to a lesser extent, Triss') "daughter". One of many things you might not pick up if you have never read any of the novels.
Not biological daughter of course. You can read up on her on the wiki, though it's somewhat incomplete. She's basically the other main character of the Witcher books (Geralt being the other).
Edit: Ok, I totally misread your post. That's Yen, as you said. ;p But, Ciri did come by and then spirit them away. Shani was never a real prominent character in the Witcher universe, so for those who romanced her, just think of it as some pleasant, amnesia induced affair in Geralt's long and storied life.