Shaw follows Ian Murphy after he changes into his hipster outfit in episode 3x03 "Lady Killer".
Source: On the Set of New York (pdf)
Source: On the Set of New York (pdf)
Source: On the Set of New York (pdf)
Source: On the Set of New York (pdf)
Source: On the Set of New York (pdf)
Felix walking alone in episode 4x04 "That Was No Lady".
Source: IMDb
Source: On the Set of New York (pdf)