I've talked to one of the Unreal II developers, and he said that Shian did exist in some form, "had a complete story/level progression with a spaceship floating on a water planet, after which you went to the bottom of the ocean". It was cut because of time pressure... But the N and Striders were only concepts, nothing else, and were never even started to be coded/modelled. There are a few models of Strider equipment, though, but they are only for testing purposes.
There wasn't a single player expansion planned, but U2XMP was. It's a multiplayer expansion, and it does contain some of the levels that were started but never finished, like XMP-Sirocco or XMP-Freefall.