So Scorbunny is not Shieldmillia's first Pokémon. I was guessing Kusaka didn't have enough time to think up her team pattern, but now maybe he was planning this missing Pokémon thing from the start. Or maybe he just thought up as an explanation for why we haven't seen her use any other Pokémon.
Anyway, according to these pages, the Rusted Sword and Rusted Shield are missing, Soudo and Shieldmillia believe her Pokémon may have fallen in the river and got split, and they're using the Gym Challenge as a means to look for her Pokémon and gather intel.
I'm still trying to understand if there's a more specific pattern for Shieldmillia's team. Arrokuda is basically an arrow, Galarian Stunfisk is a bear trap, and Toxtricity is basically a living musical instrument. While Soudo's team is basically Pokémon that use items/weapons, Shieldmillia's seem like they are items. In this case, I'm having trouble figuring out the other two. Eiscue is probably an ice cube, but ice cubes don't seem like they can be used as weapons. A guitar, while not a weapon, can technically be used as one if you just slam it right, but an ice cube? I don't think there's a way to weaponize those. And Falinks, what the heck is it supposed to be? It's not based on an object. The closest I can think of is a helmet, which is part of its design, but like ice cubes, they can't exactly be weaponized.
Scorbunny, however doesn't fit this pattern, but I guess that's a limitation of the Starter pattern. As for nicknames, judging by Shieldmillia's team, Scorbunny is going to be either Hecto or Exa. But I find strange that last month they had to come up with an explanation (and a weak one at that) for why Soudo nicknamed his Pokémon now and not before, and now suddenly we learn all of Shieldmillia's Pokémon already had nicknames. I guess Kusaka was really on a short deadline with this arc.
As for the quest for Shieldmillia's Pokémon, I think they'll find Kilo inside a random Cramorant's mouth, and maybe Manabu will catch said Cramorant. If Manabu's team is themed after facial expressions, I guess Cramorant's derpyness fits. Or maybe he'll just nickname it Taberu-kun (Eat-kun).
I also think maybe some of Shieldmillia's Pokémon will be under Gym Leaders' cares. Falinks, if I'm not mistaken, is part of Saitou's team in the game, isn't it? Eiscue is also an Ice-type.
I also feel the need to point out, since Shieldmillia already has six Pokémon guaranteed, I think Zacian and Zamazenta will not be part of their teams. They're not going to follow in the footsteps of Reshiram and Xerneas. Which perhaps clears the path for them to be Beet and Mary's Starter replacements, if they really become Dex Holders.
The disappearance of the Rusted Sword and Shield might be the first sign of Swod and Shieldy's presence in the story. Maybe they already stole the weapons. Maybe they are working with Rose to prevent Eternatus from being stopped when it awakens. Or maybe they really believe the sword and shield are meant to wielded by humans.