The Tekken 2 character described as a mysterious entity connected to Kazuya is Angel.
Angel is presented as a supernatural being associated with the good side opposing Devil, Kazuya Mishima’s destructive alter ego. In Tekken 2’s story, Kazuya’s inner conflict between Devil and Angel helps explain why he is weakened before his final battle with Heihachi.
In the original Tekken 2, Angel was essentially a palette-swapped counterpart to Devil and used a closely related moveset. Later appearances gave her a more distinct visual identity and expanded her characterization. Series material commonly describes her as representing what remains of Kazuya’s goodness, although later explanations distinguish her from being literally a separate piece of his soul.
Angel is often confused with Unknown, a boss-like character associated with Tekken Tag Tournament. Zafina and Eliza belong to later parts of the series and are not the mysterious Kazuya-linked entity introduced in Tekken 2.