During the misdsion to reclaim Lizzie's ship The Undine you can hear people talking about seeing a woman spying on them - then disapearing. A woman looking down from the rooftops. I knew it couldn't be Billie Lurk, so then I thought maybe Lizzie, yet she doesn't seem the stealthy type. Perhaps Delilah then?
Or maybe Arkane are making a reference to the activity on the forum when Dishonored was new to the world. Remember during the mission to deal with the religious leader and save Callista's uncle? Near the end of the mission many people were convinced that they could see someone up on one of the rooftops - yet when you looked directly at them they disappeared... matching what the members of Lizzie's gang say to each other.
N.B. As it happens the object in Dishonored was actually just a chimney, which at a distance, looked like a standing figure.