I didn't think anything special of Sheeana at first; a spoiled kid made into a Bene Gesserit seductress - with a talent for strange sculptures.
Sure, she could talk to fleshly placeholders of Leto's pearls of consciousness, but in my eyes, that didn't contribute much to depth of character.
But there is this character by the name of Dromind, who (it seems) was created explicitly to draw our attention to a similarity between Siona and Sheeana.
Why would Sheeana be the second Siona? Or what was so special about Siona anyway?
The second question is not so hard to answer: Siona had the genetic makeup for biological mimicry - a protection against the future-locking abilities of those who pierce the veils of time.
(Too bad it didn't manifest as other than Atreides rushness and rebelliousness in Siona's psychological makup as well.)
And what's so special about Sheeana?
She abolishes dimensional structures.
Which are the three visible cornerstones of Sheeana's depth? Her ability to command Shaitan, the deformed (yet more base) Siaynoq experience, and the sculpture named "The Void" which frightens Odrade so much.
These all point in the same direction.
Sheeana, as the God-Emperor Leto's second creation, abolishes standard space-time structures, (subconsciously) integrates this deeper flow into her presence, and uses it as a baser, much more direct means of communication.
As if Leto used all his power to negate it in a balanced way, created a simpler and more efficient replica of himself, and set it as a new standard for humanity - for the second time.
In comparison to the Bene Gesserit way of balancing the inner horde (and even Leto's way), Sheeana's approach is far more superior.