Interesting timing on this thread. I wasn't at Millbrook but I've been following that location for a few years now after reading about the 1940s patient records that apparently went missing under very strange circumstances.
The thing with shadow figures is people always want to jump straight to "ghost" but there's a school of thought that what we're seeing in places like old sanatoriums is something closer to an interdimensional bleed - residual energy or even a partial entity from an adjacent layer of reality that got anchored to a spot through concentrated human trauma. Whether thats a ghost in the traditional sense is debatable.
Did the figure have any defined edges or was it more like a smear in your peripheral vision? That detail actually matters quite a bit for working out what category of phenomenon you might be dealing with. The peripheral ones are the more interesting cases in my view.
Would be good to hear from anyone else who was actually there last weekend. Eyewitness accounts from multiple people at the same location are about the only data worth taking seriously.