Actually… Chen doesn’t have a confirmed last name. It’s only assumed that it’s Yakumo because Yukari passed that last name down to her shikigami. Who knows if her shikigami has the right to give her last name to their shikigami. She is simply known as “Chen” for now.
Mystia is also the 2 stage boss of the 8th game Imperishable Night and Chen is the 2 stage boss of the 7th game Perfect Cherry Blossom as well as the EX stage sub boss of the same game.
It is Mystia, you can tell by the wings. and her nails are that long If you look at her in the game you can clearly see how long they are and Chen’s last name is Yakumo.
She is not an anthro she is a type of youkai called a nekomata (2 tailed cat) she is also the shikigami of Ran Yakumo.