Wasn't there myself last night but Millfield has been on my radar for a while now. There's documented reports going back to at least the 1970s of a tall shadow figure near the old southbound platform, and what's interesting is the descriptions have stayed remarkably consistent across decades - same rough height, same movement pattern described as "gliding" rather than walking.
Few questions if you're willing to share more detail. What time did you observe it? Shadow figures tend to cluster around specific windows, usually between 11pm and 2am in most cases I've looked into. Also did it acknowledge you at all or just move independently of any light source?
I've investigated three other disused stations in the southwest and the pattern with shadow figures in liminal transit spaces is genuinely compelling. Something about places that used to handle large volumes of human emotional energy - arrivals, departures, grief, anticipation.
Would really like to compare notes with anyone else who was there. If multiple witnesses recorded it independently that changes things considerably.