Which recurring figure in they way to rainy mountain was the authors grandmother who lived shadows of mountain?

You are correct! The recurring figure in "The Way to Rainy Mountain" who lived in the "shadows of the mountain" is the author's grandmother, Aho.

She is a central character in the book, and her life and experiences serve as a bridge between the Kiowa past and present. The "shadows of the mountain" symbolize both the literal landscape of the Kiowa homeland and the more abstract, spiritual realm she inhabits.