Davies arrived along with Daniella shortly after she told him about the discovery of the Ghost thief's body.
Waiting on the scene was a squad of men in black suits waiting patiently for their arrival. The men in black suits and white shirts were members of the Men in Black organization that Davies had commissioned for a "pest removal" operation a while ago.
Daniella had seen fit to commission them for a long-term operation to help her in her duties with managing Davies's security details, and since Davies didn't mind it as he figured that she'd need a bit of help on more basic tasks so he could have her focus on more important things. To this end he had given her free reign on hiring more people she would need for anything that she didn't want to have to do herself.
The Men in Black showed him the body of the ghost thief, which was laying on the floor, now with a hole in his chest as well as having his face uncovered.