Major Shane Caxton is an American black-ops operator who is currently in Roanapur, awaiting deployment into Indochina. Like Dutch, Caxton is a Vietnam War veteran who still holds on to his moral code of conduct. Caxton's team, called "Gray Fox", under orders from a division of the NSA, orchestrated the assassination of Garcia Lovelace's father. As a result of his action, he has made an enemy of the formidable Roberta, which their confrontation involves the entire city of Roanapur, including the Triad, Hotel Moscow, and the Church of Violence. Despite this, Mr. Chang is trying to get Caxton and his men out of Roanapur to prevent Roberta from killing them, as their deaths will trigger a war between the Roanapur gangsters and the United States government. When he meets up with Lagoon Company, he automatically recognizes Dutch and mentions something to Dutch that seemed to shock him.
It is revealed he is a highly-esteemed operator by his colleagues especially Gray Fox's second in command for his decency, integrity and honorable conduct. He is the ideal symbol of America in the story. In a flashback, he executed one of his subordinates, Larkin, in retaliation for murdering innocent women and trying to rape a young girl out of pleasure during the Vietnam War, implying he does not tolerate that kind of conduct. He also protects Garcia Lovelace as he and his team are escaping from Hotel Moscow. By the end of the arc, he is finally slain, not by Roberta, but Garcia himself in order to end Roberta's rampage. However, it is later revealed Caxton faked his own death and Garcia's gun was filled with blanks.