He can catch shadow bugs for study, though it might not be a good idea to catch too many. Upon analyzing them, he will find they are actually organic, albeit some kind of primordial substance not made of anything native to this dimension or anything he might find familiar from the Distortion World. They carry an electrical charge, don't enjoy being exposed to bright light and will try to avoid it if possible. If given the opportunity, they will attempt to engulf and duplicate objects in the general vicinity, both animate and inanimate, though they prefer animate. They will also multiply and potentially overwhelm a holding container if he doesn't cull them regularly.

As far as theories on the phenomena itself, it's helpful to us if you provide specifics on what, exactly, his theories will be based on the events and the information set forth in this post and the kinds of investigations you'd like him to conduct--that will help us to give you better, more specific answers about what he'll find.

Cyrus is, of course, free to attempt to gain followers and attack any enemies he likes.