Shesa was a Bajoran who was Kai of Bajor during the time Opaka Sulan was a Prylar.

In 2376, seeing how nervous people were around her, Opaka remembered she felt a similar nervousness when she was with Kai Shesa. (DS9 novel: Unity)

Given the timeline of the Kais introduced in the Star Trek: Terok Nor series, Shesa may have been the Kai prior to Meressa, or the Kai between Meressa and Arin.
Kais of the Bajoran faith
BajoranEmblem Dava NikendeTalunoShesaMeressaArinOpaka SulanWinn AdamiPralon OnalaKira NerysOpaka Sulan BajoranEmblem
Kais of the Bajoran faith in the mirror universe
Dava NikendeOpaka Sulan
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