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Shri Devi is a category of female Tantric Buddhist deity. She is not one entity or personality. She is a category such as Buddha or Bodhisattva. Her primary function is a protector (Dharmapala) and specifically the principal female Wisdom Protector of Himalayan and Tibetan Buddhism. There are dozens of different variations and forms of Shri Devi. She is typically in wrathful appearance following the Indian model of a Rakshasi demon. In most occurrences and uses of Shri Devi, but not all, she is paired with a specific form of Mahakala.
Shri Devi is a Buddhist variant on a number of different Indian wrathful deities such as Chandika and Kali related to early Shaiva and Shakta cults.
Aside from the individual Anuttarayoga Tantras that teach various forms of Shri Devi, the principal texts are the Twenty-five and Fifty Chapter Mahakala Tantras. The textual source for Magzor Gyalmo is the Dakinyagnijihajvala Tantra, Dege Kanjur, volume 98, pp.223-253, Nyingma Tantra section, vol.3. TBRC w22084. The correct identification of Shri Devi depends on her appearance and attributes, the Sanskrit or Tibetan text where she is described, and the religious tradition that she is associated with.
Shri Devi is the wrathful emanation of a number of different peaceful female gods and deities. Sarasvati, the goddesses of wisdom, literature and eloquence, in wrathful appearance becomes Shri Devi Magzor Gyalmo. The goddess of abundance Shri Lakshmi becomes in wrathful form Kamadhatvishvari.
The various different religious traditions will place more emphasis on a particular Shri Devi over another. For instance the principal Shri Devi of the Sakya tradition is the Dudsol Dokam Wangchugma with four arms followed by Magzor Gyalmo and Dorje Rabtenma. The Kagyu tradition in general also include the Dudsol Dokam Wangchugma but with slightly different attributes in the hands. The Karma Kagyu tradition also ractices the Rangjung Gyalmo. The Gelug tradition almost exclusively practices the Magzor Gyalmo form of Shri Devi.
The Tibetan term 'Palden Lhamo' (Shri Devi) can be problematic and often confusing. In the Nyingma, Sakya , Kagyu and Jonang traditions the term 'Palden Lhamo' almost always refers to Dudsol Dokam Wangchugma (with four arms). In the Gelug tradition 'Palden Lhamo' will almost always refer to Magzor Gyalmo (with two hands). In modern times it is commonly said that there are twenty-one forms of Shri Devi (which strangely also includes the Bon protector Sipai Gyalmo).
There are three forms of Shri Devi which are most often found depicted in painting and sculpture. They are  Shrimati Parvati Rajni (Magzor Gyalmo),  Kamadhatvishvari (Dudsol Dokam Wangchugma),  Dorje Rabtenma.