The Strongest Female Masters, Who Are Trying to Raise Me Up, Are in Shambles Over Their Training Policy - Chapter 60

Not gonna lie — also don’t know if anyone will believe it — but when Nina was first introduced, I pretty much already assured myself that she was the Phantom Thief.

Like the clues were just there; she’s a Scout, someone who is there to detect anything or anyone that isn’t supposed to be there, just like how a thief could also do; she came in from “out of town” at the exact time they needed Scouts, and let me remind you, this city is one full of adventurers, high level people, nobles and their factions, and the damn school meant to raise young kids into those jobs as well, so while they might be stretched a little thin, I don’t think they were too short on those jobs. And calling someone from the outside could potentially allow outsiders, like the Phantom Thief, to join the ranks or get inside the city/designated area within the city, making the barrier, shield, or whatever, completely useless.
The only thing that was coincidence was the plot forcing Cross and Seras to be assigned to the same group, who might potentially become his now 4th master — don’t really know as I haven’t read LN or WN, if this even has one.

Just my thoughts, wonder if anyone knew the story and saw it coming, didn’t know the story and still saw it coming (like myself), or you had no idea and it came as a complete shock to you.