Shroudeds are an enemy in The Consuming Shadow. They are one of the new enemy variants that appear in the Insanity Edition.
Any common enemy can randomly be converted into a Shrouded type, which increases their transparency and makes them harder to spot. You can distinguish them from the low Sanity disillusioned enemies since they will continue to attack you when they appear to vanish.
In-game description Edit
Imaginary monsters that fade away when confronted seems to be the common complaint among those who confront the shadow with an unprepared mind. If a monster is seen to fade away and them come back, however, it should not be quickly dismissed. Either by improving tactics or some side effects of being in a new universe, some minions have demonstrated extraordinary camouflage abilities, to the point of seeming to disappear entirely. Keep your gun drawn and your ears open.