Never been to that specific place but shadow figures are no joke, saw one myself in an old mill near Bradford about three years back. Just standing there in a doorway, no head that I could make out, gone when I looked again. Cameras picked up nothing of course, they never do.
What floor was this on at the Mercer? And was it moving or just static? That detail matters more than people realise with these things. Static ones tend to be residual in my experience, the moving ones are something else entirely and frankly more unsettling.
Gutted they knocked it down before anyone did a proper investigation. Happens every time dosen't it. By the time word gets round the building's rubble.