The Wraith never left. He's hiding somewhere in the warehouse. The seven of you start looking for secret doors and hiding places. Darby calls everyone over after a few minutes of searching. It's his cape, the thing on his back, the mask. This is disguise. So I can't believe that how women are we suggesting that the Wraith disappeared and then sort of took off his disguise and pretended to be one of the policemen who were chasing him. How did they know he was called Dorny? That's a bit ridiculous but I'm willing to go along with it.