Just tried running the demo again, this time trying to rush all the bells and whistles required in order to actually desecrate a holy site so that I could summon the baronness.
Many restarts later, I managed to get a setup that had a coven just a couple stops away from a holy site. Finagle finagle finagle, and I had an infiltrated holy site with >66% shadow! And a snazzy hierophant to redecorate it! So I set him to work, waited the requisite 7 turns for it to finish, and...
...nothing happened. There was no discernible change to the settlement itself, other than that I could no longer do the "desecrate holy site" challenge. Baronness still said that there were no valid locations to spawn, and I had plenty of agent cap and recruitment points.
So, yeah. Either that's a big goof, or we were never intended to actually get the baronness at this point in development. Just look, no touch.
Finally started getting more of a hang for Shadows 2, and got the Politician achievement. I have no idea how I'm gonna get the world under ice achievement, Winter's Scythe just seems ridiculously finicky to get working.
EDIT: Got it. Ended up being a relatively short game. Winter's Scythe is bizarre, it's more of an end goal than a means to get what you want done. I think Deep Ones might actually have served me better than MoN, due to their really nice ability to spread untraceable shadow. Get a few broken souls in there and lay down the frost blasts.