a shocker … in petticoats

it is difficult to catch James’s reference and tone here, but presumably, since a ‘shocker’ was someone or something which shocks (particularly a ‘sensational’ work of fiction, like a ‘penny-dreadful’) and the phrase ‘an X in petticoats’ meant ‘the female version of X’, James intends us to read Maud as the female version of something shocking, with overtones of cheap literature; however, Maud’s personality and behaviour in the rest of the tale cannot really be said to bear out this description: a case of James himself being the shocker, perhaps?