The thief is possibly someone who already been in castle town

"But who stole it ?" You may ask

Well I have two suspects

Number 1 : king

King tyranised his people, imprisoned the other kings and jevil so it wouldn't be surprising if he stolen the shadow mantle too

Suspect number 2 : ralsei

When we encounter ralsei, we encounter [insert ralsei's pronouns here] in a dark cloak

It says in the legend that the heroes of the legend will be a human, a monster and a prince from the dark

So I found 2 scenarios

First scenario : ralsei is not the "prince from the dark" of the legend and is impersonating it due to a certain event or reason by stealing and using the shadow mantle to make Kris, Susie and us believe that [insert ralsei's pronouns here] is the prince of the dark

Second scenario: king stole the shadow mantle that he maybe stole in the shop and then the shadow mantle brought him to insanity until the scene where king's "cloak" fly away

These scenarios are only a theory for the moment, but we will see the truth in the future

But until that, stay tuned