There are a few things to consider in this.
For starters:
The Satellites confirmed the agents were seen off safely, yet not only were they were attacked by the Sea Beasts but brought back all the way to Labo's basement and nobody noticed.
The shadow is exceptionally elusive, no camera caught them and Shaka made a comment how cams may have been knocked out of position.
I have seen people say, serious and not about Shiryuu?
There would be no need to take out cameras. This is someone who doesn't want to be seen by the feed.
Communications are down and further establish someone seems to know their way with Egghead technology. They are keeping everyone dark. No cams nor comms and even cutting off security at Labo was no problem it seems.
Along with the agents brought back with nobody noticing, this shadow is seen by noone either. Pythagoras may have had an encounter but even so, this phantom seems to know the layout of Labo in avoiding everyone. Putting everyone in the basement may add into that too in knowing the place well.
Let us go by process by elimination.
York is stoned. Lilith is stoned. Edison got wrecked. Pythagoras got trashed. Shaka got shot.
Atlas is twice the odd one out now.
The only one who was at Labo when security went down and seemingly her group not being engaged in a fight.
Doesn't necessarily mean it is her.
Lilith was unaccounted for when the shadow appeared and Pythagoras was wrecked. And the latter was patrolling alone. Nobody had any free movements otherwise cause they were always shown with multiple people, including Strawhats.
York is missing now as Shaka was shot.
Just to get those statuses out.
I was contemplating if the Satellites are all in on it, doing switcharoos of who does what or when and are gaslighting Stella and the Strawhats but I wouldn't know why.