Decided to check the Internet Movie Database. It lists as "notable" guest appearances for Terry O'Quinn in X-Files:

playing "Lt. Brian Tillman" in episode: "Aubrey" (episode # 2.12) 6 January 1995

playing "Shadow Man" (as Terrance Quinn) in episode: "Trust No 1" (episode # 9.6) 6 January 2002

So he was in a second season ep. and a final season ep.

__________________
Things fall apart, the center cannot hold;
Mere anarchy is loosed upon the world,
The blood-dimmed tide is loosed, and everywhere
The ceremony of innocence is drowned;

--Lines 2-6, "The Second Coming" by Wm. Butler Yeats