if you aren't bothered about it being animated then you can probably create a scene object with the object center value set to -1 so that it's always behind the character (north) & then you create an animation in the animation tab for the object, set the loop to infinite & the delay to 1ms (we can actually create a natural loop with the animation itself). Next you assign it as the default animation inside of the objects properties tab. Now back to the animation, click the edit button & then the actions section (lighting icon) in the window that pops up. Inside of this create an execute a script action part & add this line to it...
ActiveAnimations["name"].AnimationCurrentPosition = {x = game.CurrentCharacter.Position.x, y = game.CurrentCharacter.Position.y}
... replace "name" with whatever you decided to name the animation. Do this for each scene.
Other alternative which is probably easier. Create another character & define it as a basic blob shadow. Each time you swap scene make sure you also bring this character in. You will need to create a loop somehow, either in characters animation or with a Lua mainLoop event handler.
The best thing though would be to add it directly to your character animations.