Mostly leaning towards a CP-0 Agent, as this chapter they confirmed they are after all the Straw Hats, and not just Robin anymore.
On Thriller Bark, Zoro's subplot with Ryuma involved Brook and Franky. We have Franky this chapter searching for Zoro, and the Grim Reaper looks suspiciously like Brook. So it could be possible Zoro is hallucinating Brook as the Grim Reaper. Once Zoro comes to his senses, we will have Zoro, Franky and Brook in the same area, and possibly start moving into Zoro's subplot connecting him to Ryuma.
On Thriller Bark, Zoro's subplot with Ryuma involved Brook and Franky. We have Franky this chapter searching for Zoro, and the Grim Reaper looks suspiciously like Brook. So it could be possible Zoro is hallucinating Brook as the Grim Reaper. Once Zoro comes to his senses, we will have Zoro, Franky and Brook in the same area, and possibly start moving into Zoro's subplot connecting him to Ryuma.