The Unknown Shadow is an mysterious creature with a somewhat ominous voice who was chasing Bozo.
When Golf Ball's flashback ocurred while she was in the Science Museum, you can see Bozo running nervously, then hides behind a vase. A club starts to hit the vase, slowly breaking it, with the voice telling the ball, which the voice referred to as "bozo", to come out of hiding. Many think that this "bozo" is Golf Ball, though it isn't confirmed, or just simply the creature has mistaken her for someone else.
This creature could actually be Evil Leafy.