Hmmm... I don't think Harry was developing a new Shadow. We don't know exactly when it changed hands, but once Hannah took up the coin, the link to it and any resulting shadow should snap to her, as its bearer. It's true that we don't know if she survived the trip to Hades, but I suspect that Harry would have to touch the coin again to reestablish that connection.
The rest of the theories are interesting. It's likely that Rudolph encountered someone or something from the spooky side during an investigation and they either influenced him or did the damage that made him so paranoid. It's hard to say whether or not he was under active pressure and/or control when he shot Murphy... I kind of think it reads better as a tragic accident, but I guess we'll see... because I expect he'll show up again and get soulgazed by Harry, for added torture and pain.
I really don't know what to think about the Knights vs Denarian influence theory. It's compelling, and I'm half-convinced. But... it's also possible that while their primary mission in Chicago was to fight Ethniu, they took a moment to save the soul of a good friend. Knights are the kind of people who won't hesitate to help others, and Harry needed their help in his moment of rage and despair. Or maybe Uriel gave them a nudge, as he's always been interested in guiding Harry in his battles, especially if his Starborn skills will be needed in some future battle.
It's kind of a toss-up, it could go either way.
P.S. I wouldn't put too much faith in any AI-generated information. If it can't find data, it tends to make something up. 🤮
