Shade leads with a Gengar, and based on its nickname, its Poison type and its Moon dex entry, its probably Corey's spirit. Since the battle doesn't take place until after Shade shows Lin's supposed death, it means that Corey was one of the souls taken.
I'm sort of leaning towards this idea myself, she has survived being stabbed after all. She doesn't die, or have her soul taken, because she doesn't have one. There's a number of ways that could go but I think the simplest is that she traded it to some supernatural being (like the baby Arceus) for immense power/immortality.