Shadow Walker is present only for combat training courses, both Nova Powers and Martial training.  He speaks in a hollow voice, from far away, and says only what is necessary to teach his lesson.  After, he walks away, fading from reality as he moves.

Update: Shadow Walker disappeared from the facility at the same time that Dan Walker left his position as operations commander, and the two were later revealed to be one and the same.  Shadow Walker later revealed himself as a traveler between realities, manipulating whole timelines toward some nebulous "better future" and displaying immense power over space, time, and the mental states of others in the process of carrying out his shadowy goals.