Don't worry, it's just a ghost.

I saw there was a Ghost Catchers building in Old Bronx City, and there was a ghost catching mission before in an older iteration of the Brothers in Plumbing. Will we see more of that in a future season?

I don't see anything ;)

This reminds me of Haunty, Skully's sidekick from the Haunted PlayStation 1 project. You should check out their videos on YouTube, downloadable on the computer PS1 graphics type horror games.