The Zhentarim Guard
The strange person the party noticed watching them at the Phandalin inn on their very first night in town (Session 1). Nothing came of it at the time.
Three sessions later, the same figure was standing guard outside the Miner’s Exchange while Guildmaster Thornton leveled crossbows at the party — one of her Zhentarim people, and proof the Black Network had eyes on the party from the start (Session 4).
There are more of them (Session 8)
On the night the dragon news broke, three of the party followed a dark-clad man through the alleys to the back of the Miner’s Exchange. Whether he was this one, nobody can say — they dress alike and keep to the shadows, and the party has never seen a face.
What Session 8 established is how many there are. A second came around the building, heard Dax’s chain mail, caught him, recognised him as “that sellsword”, and walked him in to the guildmaster rather than running him off. Three were in the room with her. When Sage was found in the lane with a weasel at her feet, she was believed and sent on her way — and then the guard looked down, said what people say about vermin, and threw a knife at the weasel. He missed.
And Thornton, giving orders she thought no one else could hear, referred to “our entire troop” — which she is willing to set on the party if any of them are caught around her building at night again.