In the DFverse Bob says something to the effect of there being skinwalkers like dudes who can shapeshift, and Skinwalkers the Real Deal.
Lots of cultures have generalized shape shifters in their cultures, things that can morph into all manner of beasts and imitate other people. That's common enough. I don't think the term "Skinwalker" specifically comes up anywhere, but some one thinks any other culture in the world uses a similar term, I'd be willing to accept even loose translations.
Something that has been mentioned at least three time in the DF so far are the Rakshasa. These are similar to the Naagloshii, but distinct enough in their mythology to assume that they are entirely different creatures.
So there certainly are other Shapeshifting baddies in the DFverse, and we'll *definitely* see at least one more in the Rakshasa. It's been mentioned too many times to not be used.
Regarding the earlier conversation about the various types of immortality, I'd like to point out the Super Ghouls in the Raith Deeps. They were all shot to pieces, and could reasonably be called "dead", but Dresden watched them get better.
I'm pretty sure that that scene is pretty much the prime example of what happens when certain types of Immortal creatures get damaged, compared to little i immortal creatures. Just like death is a spectrum, so too must immortality be a spectrum.
To answer the OP, I don't think there are very many things that can act like the Swords, or at least I hope not, because that would cheapen them. Nearly every culture has a legendary weapon or two though, and I don't mind that since *something* has to allow a vanilla human to be a heroic champion.
I'm of the opinion that the Athame might be powerful on it's own now, but that's not the most important thing. If Mab and Titania are Morgana/Morgause, or vice versa, then that would mean that the Athame is a powerful object that is tied to one of the Queens. So, given what we know about how personal connections can be used against a being, I'd think that Lea might have had something with a direct metaphysical line to Mab or Titania.