Story Spoilers: Nyarlathotep?

[Lightice]

Why is it that Mandus is not also hounded by some supernatural guardian of the Stone Egg? Does that indicate the Egg has a different function/purpose from the Orbs used by Alexander?

I can see a couple of possibilities. Perhaps Mandus's Orb is just a shard. Maybe peeking into the future rather than another world doesn't cause a backlash; in TDD it's at once point stated that the Shadow isn't some vengeful monster, but simply reality reasserting with itself. Or maybe the massive blood sacrifices that Mandus performs keep the Shadow far away. He is certainly harvesting Vitae for his Compound X.

No because the engineer was mutated into a pigman...

Don't mistake an engineer with the Engineer. The large type of manpig is called an engineer because they maintain the Machine, but the Engineer is Mandus's name for the will of the Machine that split off himself and inhabits the "Stone Egg".