Hello! I'm canon-familiar so I'm happy to answer this.

So I feel as though you could make a few choices here, based on what is most narratively satisfying for you:

A) appearing as a partially-tangible shadowy apparition

B) requiring a body to possess or share

or C) having a corporeal form, but with some limitations on the god-like powers due to being a fragment and also in a magical bubble lorded over by (surprise!) Nyarlathotep

Your TDM post seems to favor option C and I'd be happy to develop the finer points with you!